how to solve an optimization with a function in objective function
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I need to do a non-convex non-linear integer programming optimization. The thing is I have a function in my objective function.
The objective function is as follows:
max
where
and
are my variables for each k, t, and p. Function f is as follows:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/994085/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/994090/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/994095/image.png)
function f(F_p,n):
f_1 = F_p;
f_0 = F_p;
for i = 1:n
f_1 = f_1*f_0/(f_1*f_0 + (1-f_1)*(1-f_0));
end
and it returns f_1. There are some constraints about the lower and upper bound and also the relation between the varibales that I have not mentioned here.
My question is can I implement and solve this using matlab Opti solver? And how? :)
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