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How to use augmented Lagrange multipliers for inequality constrains to solve min max problem with iterations

4 vues (au cours des 30 derniers jours)
Dear all,
I have this lagrange equation with some inequalities constrains. I want to apply augmented Lagrange multipliers for inequality constrains to solve min max problem and get the optimized values of the lagrange multipliers(k_and v_) and the remaining variables if its possible
Please can anyone help me ?
I apprecitae your help.
Here is my code for the lagrange equation and constraints.
note that
subject to
here is my code of the equation and constraints.
TN=10;
expo=1;
pL=zeros(1,TN);
for l=1:TN
pL(l)=l^-expo;
end
beta=pL./sum(pL);
meu=pL./sum(pL);
zm=rand(1,10);
ro=rand(10,10); %
x=zm*ro;
CMRN=0.4*(10^5);
aa = 0.1;
bb = 1;
Fkf= ((bb-aa).*rand(10,1) + aa)*(10^9);
Rk=1.0e+08 *[ 3.0346, 4.2479,5.8977,5.7046, 6.1621,5.8498,5.7329,6.0979, 5.8282,6.2186];
a = 500;
b = 2000;
Lks = ((b-a).*rand(10) + a);
CK=[500,600,700,800,900,1000,1100,1200,1300,1400];
ls=[20000,20000,20000,20000,20000,20000,20000,20000,20000,20000];
for k=1:10
for s=1:10
(zm(s)*ls(s))<=CMRN; % the constraint (11f)
equation(k,s)=beta(k)*((Lks(k,s)*meu(s))/Rk(k)+(CK(k)*Lks(k,s)*meu(s))/Fkf(k))*x(k,s)+beta(k)*((Lks(k,s)*meu(s))/Rk(k)+(CK(k)*Lks(k,s)*meu(s))/Fkf(k))*(1-zm(s))+k_*(x(k,s)-zm(s))+v_*(x(k,s)-ro(k,s))
end
end
lagrange_equation=sum(sum(equation));
  9 commentaires
bassant tolba
bassant tolba le 23 Nov 2022
It’s obvious that anyone who are asking in Mathworks that they are not masters of MATLAB language and they need help for solving problems. Thus, Mathworks is established for sharing the knowledge and help each other not for refusing and considering a question as a trivial like you considered from your side. Anyway. Thanks!
Torsten
Torsten le 23 Nov 2022
Modifié(e) : Torsten le 23 Nov 2022
...considering a question as a trivial like you considered from your side.
At the contrary: I consider your question as much too difficult for me to answer since I still don't understand the model and I don't have the necessary background knowledge for coding it. So I had to invest a large amount of time that I'm not willing to spend on this. Your questions don't mainly address MATLAB skills, but understanding of the underlying subject. What I answered so far were just guesses on how I understood some passages of the article.
And besides this, all participants in this forum are volunteers - so you can ask for help, but voluntary help has limits.

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