undefined function or variable 'optimproblem'

I wanted to develop and solved an optimization problem with some exogenous variables. I tried to do it in a problem-based way, just as the Mathworks instruction says.

function sol=CS(Sa,Sc,en,e)

%%Define natural variables
mu=0.5;
ld=100;
alf=0.8;

%%Define core variables
prob = optimproblem('ObjectiveSense','maximize');
r= optimvar ('r', 'LowerBound',0, 'UpperBound', 1);
h=r*e;
H=-(1-alf)*ld/(mu*(mu*Sa-(1-alf)*ld))+ld/(mu*(mu*Sc-alf*ld));
l1=(1-alf)*alf+alf^2*h*mu;
l2=alf*h*mu*(mu*Sa-ld)-alf*mu^2*Sc*h+alf*ld+alf*mu*Sc+mu*Sa-ld;
l3=-h*mu^2*(mu*Sa-ld)*Sc-mu*Sc*ld;
ldc=piecewise([H<=0,ld],[H>0,piecewise([h>=0 & h<H,(-l2+sqrt(l2^2-4*l1*l3))/(2*l1)],[h>H,ld])]);
Ya=(1-alf)*ld*es+alf*(h+en)*(ld-ldc);

%%Optimization
prob.Objective=Ya;
sol=solve(prob);

end

But when run, it notified: undefined function or variable 'optimproblem'. Then I typed 'help optimproblem' in the command line, and same message occurred. My version is R2017a, and the Optimization Toolbox is installed. How to fix it?

Thanks!

Answer 1

[Matt J]

Upgrade to R2017b. That's when optimproblem was introduced.

[Alan Weiss]

Additionally, piecewise is not a supported operation on optimization variables or expressions.

Alan Weiss

MATLAB mathematical toolbox documentation

[Walter Roberson]

Good point about the piecewise.

For optimization problems that involve piecewise, often it turns out to be necessary to break the problem up into subsets that are individually not piecewise, optimize over each subset, and then take the best of the solutions.

[Jidong Wang]

Thanks for your additional comment. That's helpful!

Answer 2

[Mehdi Babaei]

optimproblem is not defined in matlab 2017a version. you need to install 2018b version.

[Walter Roberson]

R2017b was the version that introduced it.

[Mehdi Babaei]

Yes, my mistake. 2017b is correct.