Solving the Maximum and Minimum Problems of Multivariate Functions
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max y and min y
y=0.0435*x1-0.266*x2+4.2*x3+0.019*x1*x2-0.3 x1*x3-0.2485
10<x1<20, 0<x2<5, 30<x3<35
4 件のコメント
Torsten
2023 年 5 月 30 日
Yes, it's true. And the second call to fmincon with -f instead of f is the call to maximize f.
fun = @(x)0.0435*x(1)-0.266*x(2)+4.2*x(3)+0.019*x(1)*x(2)-0.3*x(1)*x(3)-0.2485;
lb=[10;0;30];
ub=[20;5;35];
A = [];
b = [];
Aeq = [];
beq = [];
x0 = [10,0,30];
[x,fval] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub);
xmin = x
fval_min = fval
[x,fval] = fmincon(@(x)-fun(x),x0,A,b,Aeq,beq,lb,ub);
xmax = x
fval_max = -fval
回答 (1 件)
Walter Roberson
2023 年 5 月 30 日
移動済み: Walter Roberson
2023 年 5 月 30 日
No. You have coded finite lower bounds and upper bounds for x3, and you have coded a single region for x1. However your problem as stated has no bounds on x3, and gives two disconnected regions for x1.
fmincon and similar routines cannot handle two disconnected regions for a single variable. You will need to use ga with x1 defined over 10 to 35, and you will need to use nonlinear constraints to reject x1 that are not in either of the two regions.
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