In an assignment A(I) = B, the number of elements in B and I must be the same.

Hi,

I am facing a problem with this code:

function [ o ] = ObjectiveFunction ( x, y )
    y = [-0,031942757 -0,026181615 -0,021657012 -0,028138069 -0,031475741 -0,053880145 -0,04067255 -0,047216032 -0,043596933 -0,052348757 -0,031803935 -0,040889039 -0,066800182 -0,048539537 -0,034113994 -0,048530382 -0,061684828 -0,072503704];
    x<=0.1;
    o = y*sum(x);  % Sphere test function 
end

Answer 1

[Star Strider]

By defining ‘y’ in ‘ObjectiveFunction’, you are overwriting whatever you pass to it as ‘y’ as an argument.

Also:

x<=0.1;

may produce a logical vector (denoted as ‘ans’ since it is not assigned to anything specifically), however it apparently is never used anywhere else.

What do you want to do in your function?

[Imad EL KHLIFI]

thank u very much for the answer , i want to use a method pso (Particle Swarm Optimization) for optimization portfolio.

code source :

clear all

close all

clc

% Define the details of the objective function

nVar = 18;

ub = [0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1];

lb = [0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ];

fobj = @ObjectiveFunction;

% PSO's parameters

noP = 18;

maxIteration = 100;

wMax = 0.9;

wMin = 0.2;

c1 = 2;

c2 = 2;

% The PSO algorithm

% Initialization of particles

for k = 1 : noP

Swarm.Particles(k).X = (ub - lb) .* rand(1,nVar) + lb;

Swarm.Particles(k).V = zeros(1,nVar);

Swarm.Particles(k).PBEST.X = zeros(1, nVar);

Swarm.Particles(k).PBEST.O = inf; % for minimization

end

Swarm.GBEST.X = zeros(1,nVar);

Swarm.GBEST.O = inf;

% main loop

for t = 1 : maxIteration

for k = 1 : noP

currentX = Swarm.Particles(k).X;

currentO = fobj ( currentX );

if currentO < Swarm.Particles(k).PBEST.O % Update PBEST

Swarm.Particles(k).PBEST.X = currentX;

Swarm.Particles(k).PBEST.O = currentO;

end

if currentO < Swarm.GBEST.O % Update GBEST

Swarm.GBEST.X = currentX;

Swarm.GBEST.O = currentO;

end

end

w = wMax - t .* ( (wMax - wMin) / maxIteration);

for k = 1 : noP

Swarm.Particles(k).V = w .* Swarm.Particles(k).V + c1 .* rand(1, nVar) .* ( Swarm.Particles(k).PBEST.X - Swarm.Particles(k).X) ...

+ c2 .* rand(1,nVar) .* (Swarm.GBEST.X - Swarm.Particles(k).X) ;

Swarm.Particles(k).X = Swarm.Particles(k).X + Swarm.Particles(k).V;

end

disp(Swarm.GBEST.O)

cgCurve(t) = Swarm.GBEST.O;

end

semilogy(cgCurve)

[Imad EL KHLIFI]

Star Strider, not working how to fix y , thank you

[Image Analyst]

When you do this:

currentO = fobj ( currentX );

you're passing in only one variable, not two. So ask yourself "Do I need to pass in both x and y, or just x alone?"

[Star Strider]

My pleasure.

I cannot determine what you want to optimise from the code you posted (that I cannot follow).

Please describe:

(1) what you want to do,

(2) what parameters you want to estimate or optimise,

(3) what ‘y’ is.

.

[Imad EL KHLIFI]

thank you star Strider , I fixed the error, but the result is zero, but when I change a large number from zero it works.

function [ o ] = ObjectiveFunction ( x )

o = 0,031942757*sum (x) + 0,026181615*sum (x) + 0,021657012*sum (x)+0,028138069*sum (x) + 0,031475741*sum (x) + 0,053880145*sum (x)+ 0,04067255*sum (x)+0,047216032*sum (x)+0,043596933*sum (x)+0,052348757*sum (x)+0,031803935*sum (x)+0,040889039*sum (x)+0,066800182*sum (x)+0,048539537*sum (x)+0,034113994*sum (x)+0,048530382*sum (x)+0,061684828*sum (x)+0,072503704*sum (x);

end

[Star Strider]

My pleasure.

Note that you are taking the sum of vector ‘y’ and then multiplying it by the sum of the elements of ‘x’.

You could as easily do this with a simpler anonymous function:

ObjectiveFunction = @(x) sum(x) * sum([-0,031942757 -0,026181615 -0,021657012 -0,028138069 -0,031475741 -0,053880145 -0,04067255 -0,047216032 -0,043596933 -0,052348757 -0,031803935 -0,040889039 -0,066800182 -0,048539537 -0,034113994 -0,048530382 -0,061684828 -0,072503704]);

or perhaps just:

ObjectiveFunciton = @(x) sum(x);

then do the multiplication by the sum of ‘y’ afterwards.

If my Answer helped you solve your problem, please Accept it!

.

[Imad EL KHLIFI]

Thank you Star Strider

[Star Strider]

As always, my pleasure!