larg number constraints in matlab
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mohammad azimipary
le 13 Sep 2021
Commenté : mohammad azimipary
le 15 Sep 2021
I have an optimization problem which have a larger number of variables,N=20;
how i can define this constrain? please answer to me
Qe and Qi is a matrix (40*10)
Z=[I2g,I2h, W]';
W=sdpvar(1,2*N+2);
function [cineq,ceq]=nonlcon(Z)
N=20;
for(n=1:N)
cineq(1*n)= Qe(n,:)*PP*Z-W(1)*ones(N,1)<= -10000; %%for all N indicates a vector inequality
cineq(2*n)= -Qe(n,:)*PP*Z+W(2)*ones(N,1)<= 10000; %%for all N indicates a vector inequality
cineq(3*n)= Qi(n,:)*ZZ+500-W(3+n)<=0;
cineq(4*n)= -W(3+n)<=0;
cineq(5*n)= W(N+3+n)-Qi(n,:)*ZZ-500<=0;
cineq(6*n)= W(N+3+n)<=0; %%for all N indicates a vector inequality
cineq(7*n)=sum(W(3:N+2))-sum(W(N+3:2*N+2))<=N*Iavemax;
cineq(8*n)=500+Qi(n,:)*ZZ<=Imax*ones(N,1);
cineq(9*n)=-Imax*ones(N,1)<=500+Qi(n,:)*ZZ;
end
ceq=[];
end
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Walter Roberson
le 14 Sep 2021
Maybe?
sdpvar() is from the third-party package YALMIP https://yalmip.github.io so whether it works or not depends upon YALMIP not on MATLAB.
The [cineq,ceq] style like that is for nonlinear constraints defined by MATLAB. I am not aware that YALMIP has any facility to call nonlinear constraints using that style.
The individual elements you assign look plausible to me to be YALMIP constraint declarations on their right-hand side.
The locations you assign to on the left are broken. Consider than when n = 1, the fourth cineq(4*n) would be assigning to cineq(4*1) = cineq(4) . But when n = 2, the second cineq(2*n) would be assigning to cineq(2*2) = cineq(4) which would overwrite the previous entry. And you never write to any location with a prime index greater than 9. cineq(13) is never assigned to, for example.
5 commentaires
Walter Roberson
le 14 Sep 2021
You have to move
const=sum(cineq);
SS=optimize(const,obj);
z=value(Z);
to before the function statement.
Also, that sum(cineq) will have to be changed to sum(sum(cineq)) or sum(cineq(:))
Plus de réponses (1)
Johan Löfberg
le 14 Sep 2021
Modifié(e) : Walter Roberson
le 14 Sep 2021
You're better off posting YALMIP specific questions on YALMIP specific forums
https://github.com/yalmip/YALMIP/discussions (new, prefered)
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