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From: "Petros " <p3tris@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Optimization using Heaviside function
Date: Sun, 13 Jun 2010 18:43:03 +0000 (UTC)
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Thanks for replying. Really the function is not that one. The real function is a 2-variable function with quadratic parts and heaviside functions. I just wanted to start with something simpler. I cannot avoid the heaviside functions unfortunately, because they represent decisions made by a controller. So, the functions are

P={a if 0<x1<5; b if 5<x1} and
Q={c if 0<x2<19; d if 19<x2} and
L=(Q-P-Q0)*FINE(Q-P-Q0) where 
FINE(Q-P-Q0)={e if 0<(Q-P-Q0)<100; f if 100<(Q-P-Q0)<200}

And I try to maximize (Q-P-L) or minimize -(Q-P-L).
It's not something I can do by hand for repeated problems and I thought matlab could help me out.

Thanks again.