Optimization of an simple problem with multi parameters
51 views (last 30 days)
Show older comments
Hello,
I just want to do any easy optimization with matlab, but i need a tip how to do it.
Here is the question:
I have 3 different parameters (a,b,c) which are effecting the result and one result (d). I need to minimize the result by changing the paramaters. How can i do it matlab?
Example:
a=50 b=100 c= 90 -----> d=45
a=80 b=70 c= 60 -----> d=23
a=20 b=65 c= 40 -----> d=58
a=30 b=134 c= 93 -----> d=71
a=40 b=150 c= 36 -----> d=62
a=54 b=100 c= 24 -----> d=25
a=? b=? c=? -------> Min(d) ?
thank you
0 Comments
Answers (1)
Matt J
on 1 Oct 2012
Use an Optimization Toolbox function if you've got it
Otherwise, try the FMINSEARCH command.
5 Comments
Matt J
on 3 Aug 2013
Edited: Matt J
on 3 Aug 2013
As Roger told you here,
we would have to see the full form of the function you're maximizing (and the constraints) to know whether fmincon is applicable. ln(1+a*x1+b*x2) is obviously not the full form, because you say that a,b are further functions of x1,x2. So you really have
max ln(1+a(x1,x2)*x1+b(x1,x2)*x2)
We have to know what the dependences a(x1,x2) and b(x1,x2) look like. For one thing, fmincon will only solve 2nd order smooth problems, so we need to know if a() and b() satisfy those smoothness conditions.
econgrad
on 11 Aug 2013
Thanks for your reply, actually I have something like this: a=a(x1,x2,c1,c2) and b=b(x1,x2,c1,c2). When x1 and x2 changes, c1 and c2 would also change and that change has to obtained by finding the fixed points of a(x1,x2,c1,c2) and b(x1,x2,c1,c2). After finding the new c1,c2 by fixed point iteration, I get a new a(x1,x2,c1,c2) & b(x1,x2,c1,c2).
See Also
Categories
Find more on Get Started with Optimization Toolbox in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!