Optimization objective funcion containing a sum
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Good afternoon,
I am writing a MATLAB code to minimize the following equation:

Both C_H and PV are matrices already calculated. I want get the optimum values of b so that equation is the minimum. The only constraint is the upper and lower limits of b: 0<= b <=1.
Does anyone knows how to implement it on MATLAB?
Thank you for your time
回答 (1 件)
Matt J
2021 年 1 月 10 日
s=sign(sum(PV(1:n,1)));
if s<=0, b=1; else, b=0; end
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