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Optimization with symbolic math

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Marianne
Marianne on 1 Nov 2013
Closed: MATLAB Answer Bot on 20 Aug 2021
I want to find the values of c0, c1, c2 maximizing
f = sym('-((c1-a)*ln(c1-a)-(c1-a))/3+(c1*lnc1-c1)/3-((c2-b)*ln(c2-b)-(c2-b))/6+(c2*lnc2-c2)/6+(1+h10+h20)*lnc0
subject to the following constraints
g = sym('c0(1+h10+h20)+h11c1+h22c2=3*h11+6*h22')
h10 = 1 - (c1-c0)/3
h11 = (c1-c0)/3
h20 = 1 - (c2-c0)/6
h22 = (c2 - c0)/6
All values of C is between 1 and 6.
How do I do this in MatLab?

Answers (1)

Sean de Wolski
Sean de Wolski on 1 Nov 2013
Do you need to solve this symbolically or would using one of the numerical solvers like fmincon or patternsearch work for you?
doc fmincon
doc patternsearch
  1 Comment
Marianne
Marianne on 1 Nov 2013
I want to solve it numerically, but knowing nothing about matlab I have no idea how to do it. Tried to search in tutorials, but didn't really know what to look for. Will look up fmincon and patternsearch, thank you=)

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