The best way to code this optimization problem
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I have a large optimization problem (a small part of this problem is given below)
max
s.t
Note that I have equality constraints
I need to code this in Matlab in an eficient way for a large-scale problem
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Matt J
le 14 Nov 2019
Modifié(e) : Matt J
le 14 Nov 2019
I have matlab 2013b
Because the array sizes are fairly small here, the easiest thing might be to use my func2mat submission to express all your summations as matrix multiplications.
For example, a summation of a 4x1x12x12 array along its 3rd dimension can be represented by a matrix A obtained as follows,
z0=rand(4,1,12,12);
A=func2mat(@(z)sum(z,3) , z0);
To convince yourself of the equivalence, you can do
calc1=sum(z0,3);
calc2=A*z0(:);
>> norm(calc2(:)-calc1(:))
ans =
0
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