Optimization using symbolic toolbox
2 views (last 30 days)
Show older comments
I am trying to solve a problem of the form:
max f(a,x)
subject to
g(a,x)<=0
Since the functions f and g are not convex, I am having a little trouble doing it analytically and was wondering if I can use the symbolic matlab toolbox to find the optimum solution of the problem (x as a function of a). I was hoping to use that to get some intuition into the nature of the problem.
Thank you!
3 Comments
Walter Roberson
on 21 May 2015
Unless there are some very strong constraints on "a", or unless your g(a,x) is very simple, finding the analytic maximum is potentially going to be very tedious. We would need to know more about the functions to assess.
Answers (1)
John D'Errico
on 21 May 2015
Sorry, but I predict the symbolic toolbox will not be of much help here. This is difficult to know of course, because you have given us no hint as to the actual relations involved.
However, nothing stops you from doing it yourself in a simple enough way. You want to get the value of x, that maximizes f, subject to the constraint, all as a function of a, so just pick a sequence of values for a, then solve the problem for each value of a. If solve get stuck there, just use a numerical solver. It is a uni-variate problem at that point for god's sake.
Plot the result, which will give you all the guidance you should want.
If you want a better answer, then we need more information from you.
See Also
Categories
Find more on Nonlinear Optimization in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!