QCQP error of fmincon: Row dimension of A is inconsistent with length of b.
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I have the following problem and I need to minimize the cost C with these constraints:
% Minimize C(dp)
% Decision variable = dp
% subject to:
% R(dp) >= C(dp)
% w >= 0
% pmin*l <= (po*l + dp) <= pmax*l % not needed
% l*dp <= 0 % not needed
I got the following error:
Error using fmincon (line 307)
Row dimension of A is inconsistent with length of b.
Please, help!
% po is constant price dollars per cubic feet $/CF
po = 3;
% is a vector of price for each hour
p = zeros(1,24);
% dp is a vector of price change from the default price po
dp = zeros(1,24); % Decision variable
% l is vector with all components one
l = ones(1,24);
% J is the price elasticity matrix (PEM)
J = zeros(24);
J = [-6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6 3;
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 -6];
% f is a vector of the day-ahead demand forecast (for now, actual demand will be used)
% f = zeros(1,24);
% use D (actual demand) as f, for testing
D = [235.20 126.32 73.16 242.16 257.36 553.27 436.89 652.46 457.64 300.99 312.12 340.37 251.22 259.53 187.42 252.68 340.34 424.82 279.40 330.57 362.92 484.82 229.90 231.88];
f = D;
% Definde p & w
p = po .* l + dp;
% w is the water use profile
w = f + J .* dp;
%% Utility parameters
% Cost coefficients
b = 1000;
c = zeros(1,24);
c = 2.2*l;
d = 1;
wt = 140;
pmin = 1;
pmax = 5;
o = zeros(1,24);
% Revenue R
% Cost C
R = p.' .* w;
C = b + c.' .* w + d .* max(w - w.'.*l, o).' * max(w - w.'.*l, o); % Objective function
%% Optimization
% Minimize C(dp)
% Decision variable = dp
% subject to:
% R(dp) >= C(dp)
% w >= 0
% pmin*l <= (po*l + dp) <= pmax*l % not needed
% l*dp <= 0 % not needed
A = C;
b = R;
dp0 = ones(1,24);
func = @C;
fmincon(func,dp0,A,b)
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回答 (1 件)
Guru Mohanty
2020 年 5 月 13 日
Hi, I Understand you are trying to minimize C with the discission variable dp. To use fmincon function ie min(f) the condition is
" A*dp => b". In your case 'A' is a 24x24 matrix and 'dp' 1x24 matrix. 'B' should be a 24x1 matrix, but in your scenario, it is a 24x24 matrix. This leads to Dimension Inconsistency Error. After changing dimension the code should work.
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