Unrecognized variable, want to create a list of variable
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Paul AGAMENNONE
le 21 Nov 2022
Modifié(e) : Paul AGAMENNONE
le 21 Nov 2022
Hello,
I'm trying to run an optimization model but I always get the error "Unrecognized function or variable 'c1_std'.
I want to call d = (c1_std, c2_std, c3_std) to run my optimization model and find the best parameters. How should I define d to call d(1)=c1_std in my different functions?
I'm not an expert in Matlab so please excuse me if my code is quite rude.
Thank you in advance.
Paul
muL = 2000;
sigL = 200;
R1 = 1-9.92*10^-5;
R2 = 1-1.2696*10^-4;
R3 = 1-3.87*10^-6;
d = [c1_std,c2_std,c3_std];
Sr1_min = sqrt(((((1.5-1)*muL)/norminv(R1))^2)-(sigL)^2);
Sr1_max = sqrt(((((2.5-1)*muL)/norminv(R1))^2)-(sigL)^2);
Sr2_min = sqrt(((((1.5-1)*muL)/norminv(R2))^2)-(sigL)^2);
Sr2_max = sqrt(((((2.5-1)*muL)/norminv(R2))^2)-(sigL)^2);
Sr3_min = sqrt(((((1.5-1)*muL)/norminv(R3))^2)-(sigL)^2);
Sr3_max = sqrt(((((2.5-1)*muL)/norminv(R3))^2)-(sigL)^2);
sqrt((((1.5-1)*muL)/norminv(R1)^2)-(sigL)^2)
norminv(R1)
lb = [Sr1_min,Sr2_min,Sr3_min];
ub = [Sr1_max,Sr2_max,Sr3_max];
A = [];
B = [];
Aeq = [];
Beq = [];
d0 = (lb+ub)/2;
fun = @(d) parameterfun(d,muL,sigL);
const = @(d) nonlcon(d,muL,sigL);
[d,fval] = fmincon(fun,d0,A,B,Aeq,Beq,lb,ub,const);
function Rs = parameterfun(d,muL,sigL)
muL = 2000;
sigL = 200;
R1 = 1-9.92*10^-5;
R2 = 1-1.2696*10^-4;
R3 = 1-3.87*10^-6;
d = [c1_std,c2_std,c3_std];
mu_Sr1 = muL+norminv(R1)*sqrt((sigL)^2+(d(1))^2);
mu_Sr2 = muL+norminv(R2)*sqrt((sigL)^2+(d(2))^2);
mu_Sr3 = muL+norminv(R3)*sqrt((sigL)^2+(d(3))^2);
Y1_mean = muL-mu_Sr1;
Y2_mean = muL-mu_Sr2;
Y3_mean = muL-mu_Sr3;
Y1_std = sqrt((d(1))^2+(sigL)^2);
Y2_std = sqrt((d(2))^2+(sigL)^2);
Y3_std = sqrt((d(3))^2+(sigL)^2);
Y_mean = [Y1_mean Y2_mean Y3_mean];
Y_std = [(Y1_std^2) (sigL)^2 (sigL)^2; (sigL)^2 (Y2_std)^2 (sigL)^2; (sigL)^2 (sigL)^2 (Y3_std)^2];
y = zeros(size(d));
Rs = mvncdf(y, Y_mean, Y_std);
end
function [c,ceq] = nonlcon(d,muL,sigL)
muL = 2000;
sigL = 200;
R1 = 1-9.92*10^-5;
R2 = 1-1.2696*10^-4;
R3 = 1-3.87*10^-6;
d = [c1_std,c2_std,c3_std];
c(1) = ns_min(1) - ((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2)))/muL);
c(2) = ns_min(2) - ((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2)))/muL);
c(3) = ns_min(3) - ((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2)))/muL);
c(4) = ((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2)))/muL) - ns_max(1);
c(5) = ((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2)))/muL) - ns_max(2);
c(6) = ((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2)))/muL) - ns_max(3);
c(7) = c_min(1) - (c1_std/((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2)))));
c(8) = c_min(2) - (c2_std/((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2)))));
c(9) = c_min(3) - (c3_std/((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2)))));
c(10) = (c1_std/((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2))))) - c_max(1);
c(11) = (c2_std/((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2))))) - c_max(2);
c(12) = (c3_std/((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2))))) - c_max(3);
format long
c
ceq = [];
end
2 commentaires
Jan
le 21 Nov 2022
In the line:
d = [c1_std,c2_std,c3_std];
neither Matlab nor the readers in the forum can guess, what c1_std, c2_std, c3_std is. What are these variables or functions? Where are they defined?
Réponse acceptée
Stephen23
le 21 Nov 2022
Modifié(e) : Stephen23
le 21 Nov 2022
The basic problem appears to be your attempt to re-define these parameters again inside every function, thus obliterating the input values. The simple solution is to define them only once and then pass them as input arguments:
The d value seems to be what you are trying to optimize, so you should not specify any values for that, because the d values are provided by FMINCON.
muL = 2000;
sigL = 200;
R1 = 1-9.92*10^-5;
R2 = 1-1.2696*10^-4;
R3 = 1-3.87*10^-6;
Sr1_min = sqrt(((((1.5-1)*muL)/norminv(R1))^2)-(sigL)^2);
Sr1_max = sqrt(((((2.5-1)*muL)/norminv(R1))^2)-(sigL)^2);
Sr2_min = sqrt(((((1.5-1)*muL)/norminv(R2))^2)-(sigL)^2);
Sr2_max = sqrt(((((2.5-1)*muL)/norminv(R2))^2)-(sigL)^2);
Sr3_min = sqrt(((((1.5-1)*muL)/norminv(R3))^2)-(sigL)^2);
Sr3_max = sqrt(((((2.5-1)*muL)/norminv(R3))^2)-(sigL)^2);
lb = [Sr1_min,Sr2_min,Sr3_min];
ub = [Sr1_max,Sr2_max,Sr3_max];
A = [];
B = [];
Aeq = [];
Beq = [];
d0 = (lb+ub)/2;
fun = @(d) parameterfun(d,muL,sigL,R1,R2,R3);
const = @(d) nonlcon(d,muL,sigL,R1,R2,R3);
[d,fval] = fmincon(fun,d0,A,B,Aeq,Beq,lb,ub,const)
That works without error. Only you can check if it makes sense.
function Rs = parameterfun(d,muL,sigL,R1,R2,R3)
%
mu_Sr1 = muL+norminv(R1)*sqrt((sigL)^2+(d(1))^2);
mu_Sr2 = muL+norminv(R2)*sqrt((sigL)^2+(d(2))^2);
mu_Sr3 = muL+norminv(R3)*sqrt((sigL)^2+(d(3))^2);
%
Y1_mean = muL-mu_Sr1;
Y2_mean = muL-mu_Sr2;
Y3_mean = muL-mu_Sr3;
%
Y1_std = sqrt((d(1))^2+(sigL)^2);
Y2_std = sqrt((d(2))^2+(sigL)^2);
Y3_std = sqrt((d(3))^2+(sigL)^2);
%
Y_mean = [Y1_mean Y2_mean Y3_mean];
Y_std = [(Y1_std^2) (sigL)^2 (sigL)^2; (sigL)^2 (Y2_std)^2 (sigL)^2; (sigL)^2 (sigL)^2 (Y3_std)^2];
%
y = zeros(size(d));
Rs = mvncdf(y, Y_mean, Y_std);
%
end
function [c,ceq] = nonlcon(d,muL,sigL,R1,R2,R3)
%
% You did not define these, so I will presume all have value 1:
L_std = 1;
ns_min = ones(1,3);
ns_max = ones(1,3);
c_min = ones(1,3);
c_max = ones(1,3);
c1_std = 1;
c2_std = 1;
c3_std = 1;
%
c(1) = ns_min(1) - ((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2)))/muL);
c(2) = ns_min(2) - ((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2)))/muL);
c(3) = ns_min(3) - ((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2)))/muL);
c(4) = ((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2)))/muL) - ns_max(1);
c(5) = ((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2)))/muL) - ns_max(2);
c(6) = ((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2)))/muL) - ns_max(3);
c(7) = c_min(1) - (c1_std/((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2)))));
c(8) = c_min(2) - (c2_std/((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2)))));
c(9) = c_min(3) - (c3_std/((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2)))));
c(10) = (c1_std/((muL+norminv(R1)*sqrt((d(1)^2)+(L_std^2))))) - c_max(1);
c(11) = (c2_std/((muL+norminv(R2)*sqrt((d(2)^2)+(L_std^2))))) - c_max(2);
c(12) = (c3_std/((muL+norminv(R3)*sqrt((d(3)^2)+(L_std^2))))) - c_max(3);
%
ceq = [];
%
end
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