Lower and upper bounds in optimization technique
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tahseen alshmary
le 6 Oct 2021
Commenté : Star Strider
le 7 Oct 2021
Dear all
I have 28 variables, I want to put 14 variables with (lower bound (lb) and upper bound(ub)) and the 14 other without (lower bound (lb) and upper bound(ub))... How can I do that?
thank you in advance.
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Star Strider
le 6 Oct 2021
Create appropriate vectors for each bound. Specify the bounds for the parameters that have bounds, and +Inf and -Inf for those allowed to vary without bound.
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Star Strider
le 6 Oct 2021
First, it is not possible to use parentheses to create the vector. It is necessary to use square brackets to concatenate the elements of the vector into a single expression.
The correct way to write those would be something like this —
lb = 0.05 * ones(1,14)
ub = ones(1,14)
If the other 14 are not bounded:
lb = [0.05 * ones(1,14) -Inf(1,14)]
ub = [ones(1,14) Inf(1,14)]
However if they have specific bounds that could not be defined by multiples of ones, additions to zeros, or something else, they would have to be entered individually, as I demonstrated earlier.
Also, optimising 28 parameters could be difficult.
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