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Problem-based optimization: Initial guess for only one variable

3 vues (au cours des 30 derniers jours)
b999
b999 le 25 Oct 2023
Commenté : Walter Roberson le 26 Oct 2023
Hello,
I have a optimization problem with the problem-based approach and I am defining a few variables
A = ones(50,10);
a = optimvar("a",size(A),"Type","integer","LowerBound",0,"UpperBound",2);
b = optimvar("b",size(a),"Type","integer","LowerBound",0,"UpperBound",2);
c = optimvar("c",size(a),"Type","integer","LowerBound",0,"UpperBound",2);
Now I want to make an initial guess for only a, because I can't guess values for b and c. I tried it like this, but it doesn't work:
initial_guess = ...;
x0 = struct('a', initial_guess, 'b', [], 'c', []);
...
solution = solve(prob, x0);
It says, that b and c can't be empty. But I don't know how to implemnt it in another way.
Is there a possibilty to make a guess for only one variable?
(If I am defining b and c e.g. as zeros, the guess is infeasable)
  2 commentaires
Fabio Freschi
Fabio Freschi le 25 Oct 2023
Why don't you set your b and c variables in the middle of the range? In your case 1?
b999
b999 le 25 Oct 2023
Because I have a lot of constraints besides the variables, which are not fulfilled then.

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Réponses (1)

Walter Roberson
Walter Roberson le 25 Oct 2023
there are only 3^3 different possibilities. Run them each in turn hardcoding one particular a, b, c possibility. Take the best of the 27 results as the solution.
  2 commentaires
b999
b999 le 25 Oct 2023
It is an easy example to show my problem. The Size of the Variables could be 50x10 or more and there are more than three variables. The a,b and c is just an example. I can't try taht many possibilities
Walter Roberson
Walter Roberson le 26 Oct 2023
Is there a possibilty to make a guess for only one variable?
NO.

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