How to implement theses constraints in the cost function ?
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I am working on a constrained PSO program (S decision variable) where the constraints are arrays that there elements should be lower or egual to 0.4 :
1) dx = [S(1) - 0.3, diff(S)];
2) ds = [0.3 - S(1),S(1:end-1)-S(2:end)];
abs(dx)<=0.4
abs(ds)<=0.4
in a simpler way,dx and ds should be arrays with elements that are less or egual to 0.4
i tried this : le(abs(dx),0.4)
le(abs(ds),0.4)
but when runing the main pso i dont see constrained results
2 件のコメント
Matt J
2022 年 11 月 16 日
i tried this
Where? How? pso() doesn't have an input for such constraints. Maybe use ga() or patternsearch(). Also, the constraints are linear, so you should put them in the form A*S<=b.
Matt J
2022 年 11 月 16 日
Also, from your expressions we can see that dx=-ds. Therefore, the constraints, abs(dx)<=0.4 and abs(ds)<=0.4 are the same thing.
回答 (1 件)
Matt J
2022 年 11 月 16 日
編集済み: Matt J
2022 年 11 月 16 日
pso() doesn't have an input for such constraints. Maybe use ga() or patternsearch().
Here's how it would look when solved with ga():
lb=-inf(nvars,1);
ub=-lb;
e=0.4*ones(nvars-1,1);
D=diff(eye(nvars));
%constraint matrices
lb(1)=-0.1;
ub(1)=0.7;
A=[D;-D];
b=[e;e];
%run optimization
S = ga(fun,nvars,A,b,[],[],lb,ub)
12 件のコメント
Matt J
2022 年 11 月 17 日
The objective function came out of your brain. If it's returning the wrong value, I have no way of knowing what it should be returning instead.
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