Absolute Value in optimization expression

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Vinayak Suresh
Vinayak Suresh 2019 年 2 月 1 日
編集済み: Torsten 2019 年 2 月 4 日
How can I add an absolute value to an optimization expression I am trying to optimize? MATLAB shows the following error :
Undefined function 'abs' for input arguments of type 'optim.problemdef.OptimizationExpression'.
problem is :
minimize abs ( ax + by + cz - d )
subject to , x,y,z are integers in some range

回答 (2 件)

Torsten
Torsten 2019 年 2 月 4 日
編集済み: Torsten 2019 年 2 月 4 日
min: eps
+ (a*x + b*y + c*z - d) - eps <= 0
- (a*x + b*y + c*z - d) - eps <= 0
subject to x,y,z are integers in some range with a new variable "eps".

Sean de Wolski
Sean de Wolski 2019 年 2 月 1 日
編集済み: Sean de Wolski 2019 年 2 月 1 日
Square it instead so as to not introduce a discontinuity
(expr).^2

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