script for a Function
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Hello,
I have a function
y = 5 + 2*a - 3*b + 8*c + a*b
where a,b,c are variables such that: the values of
a = 4,6,8
b = 12,16,18
c = 1,3,9
How to write a script defining this function to used by an optimizing algorithm
1 commentaire
Walter Roberson
le 24 Avr 2017
Is the question which combination of values of the variables gives the lowest result?
Réponses (1)
Walter Roberson
le 24 Avr 2017
Vectorize the expression of the equation.
Create grids of the permitted values using ndgrid or meshgrid .
Use the grid of values in the expression.
min() or max() to find the optimal result.
2 commentaires
Walter Roberson
le 25 Avr 2017
Supposing that y is a function handle that is not necessarily vectorized:
function [fval, best_a, best_b, best_c] = discrete_nonlin_optimize(y, a, b, c)
[A, B, C] = ndgrid(a, b, c);
values = arrayfun(y, A, B, C);
[fval, idx] = min(values);
best_a = A(idx);
best_b = B(idx);
best_c = C(idx);
In the special case that y is known to be vectorized,
function [fval, best_a, best_b, best_c] = discrete_optimize(y, a, b, c)
[A, B, C] = ndgrid(a, b, c);
values = y(A, B, C);
[fval, idx] = min(values);
best_a = A(idx);
best_b = B(idx);
best_c = C(idx);
This would be more efficient than the arrayfun version.
If your a, b, and c are quite large, you could run out of memory forming A, B, C. In that case you would have to change strategies, such as using ga() with integer constraints.
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