Using maximum of optimisation variable as an upper bound for another variable
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Hello
I am trying to minimise a cost function where the investment cost is the the maximum value of an optimisation variable multiplied by the cost e.g.
Total cost=Cost per kW*MaxkW
However, matlab doesn't seem to like using an optimisation variable as a boundary condition.
Any solutions?
Thanks
Michael
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Ted Shultz
2019년 8월 21일
you can do a bounded obtimization using this file from filecentral: fminsearchbnd
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Bruno Luong
2019년 8월 21일
Not sure what you mean by "boundary condition" (there is no such thing in all optimization frameworks as far as I know), but take a look at fminmax
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Naveen Venkata Krishnan
2019년 10월 7일
Hello Micheal,
Based on the question, I understood the problem in this way , please correct me if am wrong :
"You want to minimize a cost function in such a way that optimization variable lies close to its upper boundary region ".
If this the requirment one way to do it to confine the search space of the optimizer close to upper boundary ( like giving the values of upper - ub and lower boundary - lb of the optimzation variable around the maximum value of the optimization variable ) .
Another way is by using an enforcement operator, i think the following IEEE paper may be of some help to you reg this.
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Michael-Allan Millar
2019년 10월 7일
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Matt J
2019년 10월 7일
Well, you don't have to "manually" pick. You would just do
[~,jmin]=min([Cost{:}]);
x=X{jmin};
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