Run same nonlinear optimization with coefficients changing each time

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Lea1708
Lea1708 2020년 4월 10일
댓글: Torsten 2020년 4월 11일
Hi Everyone,
I am running an optimization in matlab with both linear and non linear contraints, using fmincon. I have therefore a main file, where the optimization runs and where the linear constraints are and two function files, one with the objective function and one with the nonlinear constraints ([c],[ceq]).
The code is working but now I need it to run multiple times because two constants that I import from excel change (lets call them 'mass' and 'energy'). These constants are present in all files (which has been my biggest problem when I try to write a for loop), this means they are present in the linear constraints, in the nonlinear constraints and in the main function.
This is an easy representation of how it looks like:
MAIN FILE:
Mass= xlsread('Excel_file.xlsx','sheet1','B1:B1'); %this should change to B2:B2, B3:B3, and B4:B4
Energy=xlsread('Excel_file.xlsx','sheet1','A1:A1'); %this should change to A2:A2, A3:A3, and A4:A4
linear constraints:
const1 = 2*x(1) + 3*Mass*x(2);
const2 = 4*Energy*x(1) + 4*Mass*x(2);
A=[const1;const2];
b=[2;1];
nonlcon=@(x)NonLinConst (x(1), x(2));
fun = @(x)objective_function(x(1), x(2));
ub,lb,x0,etc...
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon);
Objective_function:
function optfun = objective_function (y,z)
optfun=32*Energy*y - Mass*z-45;
end
NonLinConst:
function [c,ceq] = NonLinConst (y,z)
c = 2*Energy*y^2-10;
ceq = Mass*z^2-120;
end
What I need now is that the optimization runs, lets say 4 times : first with Mass1 and Energy1, then Mass2 and Energy2.. until Mass4 with Energy4...then save the results in a matrix and find the minimum of them all.
The biggest concern here is the iteration... I´ve tried with for loops for days but still haven´t got it !
I would appreciate any help! Thanks
  댓글 수: 5
Torsten
Torsten 2020년 4월 11일
function optfun = objective_function(y,z,Mass,Energy)
...
end
Same for the other functions.

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