optimization of an objective function subjected to aggregated constraint
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
The objective function is as follows given in the images. The optimisation is to be done iteratively according to the inner loop but the constraint is according to the outer loop which is why i am unable to apply.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/194700/image.png)
0 commentaires
Réponses (1)
Alan Weiss
le 29 Août 2018
I suppose that the G_n are the control variables and that R_t are data. In that case it looks like a standard sort of linear programming problem. If the problem also has integer constraints as you hint, then it seems to be a MILP problem. See Problem-Based Optimization if you have a recent MATLAB version, or Solver-Based Optimization if you have an older version.
Alan Weiss
MATLAB mathematical toolbox documentation
0 commentaires
Voir également
Catégories
En savoir plus sur Get Started with Optimization Toolbox dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!