Ga does not find the optimal value
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Hi Matlab comunity after I tried fmincon:
I now tried ga to solve my problem with integers
x=ga(@(x)fAraucoMarkt(x,AraucoEnergy),4,[],[],[],[],LB,RB,@(x)bedMarkt(x,AraucoEnergy),[2:4]);
I guess it works but I do not get the optimal solution:
x=ga(@(x)fAraucoMarkt(x,AraucoEnergy),4,[],[],[],[],LB,RB,@(x)bedMarkt(x,AraucoEnergy),[2:4]);
Optimization terminated: average change in the penalty fitness value less than options.FunctionTolerance
but constraints are not satisfied.
Is there anyway to get a better solution (I was thinking of random starting numbers and than a list of all found solutions) but as I can not define start point I do not know how to get this.
And while I am at it I had an nonlinear eauqlity constrain which was like this
ceq(1)=Restschuld-0;
I was thinking in changing it to a inequality constrain Restschuld is smaller than 1 and bigger than -1
but I dont know how to do this any idea?
Anyone an Idea
Greetings
Erik
2 Comments
Walter Roberson
on 4 May 2022
Restschuld is smaller than 1 and bigger than -1
Those would be bounds constraints, which you would store in LB and RB
Accepted Answer
Walter Roberson
on 4 May 2022
You have 3 variables, each of which can only be the integers 2, 3, or 4. That is only 3^3 = 27 possibilities.
Just run all of those possibilities separately, in a loop, with those variables as constants for the duration of the run.
This would have the additional advantage that since you would no longer have integer constraints, you would be able to add your own nonlinear constraint function.
13 Comments
Torsten
on 4 May 2022
Edited: Torsten
on 4 May 2022
xf = zeros(1,3);
LB = 0;
RB = 1;
%optval = Inf;
index = 0;
for i = 0:15
for j = 1:30
for k = 0:70
%Fremdkapitalanteil
x0 = (RBFK-LBFK).*rand(1,1) + LBFK;
xf(1) = i;
xf(2) = j;
xf(3) = k;
[x,fval]=fmincon(@(x)fAraucoMarkt(x,xf,AraucoEnergy),x0,[],[],[],[],LB,RB,@(x)bedMarkt(x,xf,AraucoEnergy));
%if fval < optval
% optval = fval;
% xopt = x;
% xopt1 = i;
% xopt2 = j;
% xopt3 = k;
%end
index = index + 1;
Return=fAraucoMarkt(x,xf,AraucoEnergy);
Results(index,1:4)=[x,xf];
Results(index,5)=Return;
Results(index,6)=fminSpeich(x,xf,AraucoEnergy);
Results(index,7)=fRestschuld(x,xf,AraucoEnergy);
end
end
end
More Answers (1)
Matt J
on 4 May 2022
Edited: Matt J
on 4 May 2022
I was thinking in changing it to a inequality constrain Restschuld is smaller than 1 and bigger than -1
"When intcon is nonempty, nonlcon must return empty for ceq. For more information on integer programming, see Mixed Integer ga Optimization."
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