I am looking for code, that is inverse of optimization. Have variable combinations (and plot them) that gives response value in a boundary.
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Biswanath Mahanty
le 25 Juil 2018
Commenté : Walter Roberson
le 29 Juil 2018
For example
Y=3a+2b+5c-6a^2+7b^2
...is model. I want to have a, b, c combinations values that result in Y within -2 & +2. In addition, the subset of a, b, c must be in a given boundary i.e. -3<a<2, 4<b<7, 9<c<18 etc.
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Walter Roberson
le 25 Juil 2018
Is the question to determine all such values? There would be an indefinite number of such values if you permit floating point.
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Walter Roberson
le 26 Juil 2018
Y = 200; %for example
N = 50;
av = linspace(-3,2,N);
bv = linspace(4,7,N);
cv = linspace(9,18,N);
[a,b,c] = ndgrid(av,bv,cv);
dy = 3*a + 2*b + 5*c - 6*a.^2 + 7*b.^2 - Y;
mask = dy > -2 & dy < 2;
scatter3(a(mask), b(mask), c(mask))
2 commentaires
Walter Roberson
le 29 Juil 2018
You should not generate a surface plot for this: because you want Y within -2 & +2, you are defining a thickness with potentially multiple points instead of a surface.
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Alan Weiss
le 25 Juil 2018
You might be able to formulate this as an optimization problem. Your decision variables are a, b, c. The objective (the thing to minimize) is the sum of the squares (or absolute values) of the infeasibilities: max(Y,2) - 2 and abs(min(-2,Y) + 2).
To use Optimization Toolbox, formulate your problem in terms of one variable x = [a,b,c]. Then use the fmincon solver or the lsqnonlin solver. You can include bounds on the variables using the lb and ub arguments.
Alan Weiss
MATLAB mathematical toolbox documentation
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