Asked by Sherif Shokry
on 8 Feb 2018

I need to optimize (two optimization variables) as follow

f(x) min (X+Y) s.t (n,m)

y1 = sum(a1+n+c1-d1+(n1/S));

y2 = sum(a1+n+c1-d2+(n2/S));

y3 = sum(a1+n+c1-d3+(n3/S));

y4 = sum(a1+n+c1-d4+(n4/S));

y5 = sum(a1+n+c1-d5+(n5/S));

X = 0.125 * (y1 + y2+ y3+ y4+ y5);

y6 = sum(a2+m+c2-d6+(n6/S));

y7 = sum(a2+m+c2-d7+(n7/S));

y8 = sum(a2+m+c2-d8+(n8/S));

y9 = sum(a2+m+c2-d9+(n9/S));

Y= 0.25 * (y6 + y7+ y8+ y9);

fun = @(n,m)extension(n,m,a1,a2,c1,c2,d1,d2,d3,d4,d5,d6,d7,d8,d9,n1,n2,n3,n4,n5,n6,n7,n8,n9,S);

A = []; B = []; %linear inequality constrains

Aeq = []; beq = []; %linear equality constraints

lb = [0 0]; ub = [10 10];

Answer by John D'Errico
on 8 Feb 2018

Yes. I agree with Torsten. And just think! You saved the time of trying to figure that out with an optimizer.

Were you to try to use one, you need to create a VECTOR of length 2, containing the values of n and m. The optimizer will vary those values. But don't bother, since it is [0,0].

Sherif Shokry
on 9 Feb 2018

Thank you for your kind reply Mr. Walter Roberson.

I mean I need to get the optimal values of the two optimization variables b(1) and b(2). For the given example in Mathworks https://www.mathworks.com/help/optim/ug/fmincon.html

fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;

x0 = [-1,2];

A = [1,2];

b = 1;

x = fmincon(fun,x0,A,b)

The output of fmincon:

x =

0.5022 0.2489

So these to values of X is the upper and lower limits??

How could this fun could modified obtain the optimal values of the two optimization variables?

John D'Errico
on 9 Feb 2018

Yes, but you did not think about what I wrote. The minimum value of that objective function occurs at

b(1)=0, b(2)=0

There is no need to even use an optimizer to find that point.

You could use fmincon however. It should give you approximately [0,0] (though not exactly so. This is a numerical solver.) Why not try it? Use the code that you wrote.

Walter Roberson
on 9 Feb 2018

"So these to values of X is the upper and lower limits??"

No, x(1) of the output of fmincon is the first variable and x(2) of the output of fmincon is your second variable. Those are not ranges for variables and they are not ranges of function values: they are the location that minimized the function.

If you were to modify to

[x, fval] = fmincon(fun,x0,A,b)

then the function value at that optimal location would also be output.

Sign in to comment.

Opportunities for recent engineering grads.

Apply Today
## 3 Comments

## Torsten (view profile)

Direct link to this comment:https://www.mathworks.com/matlabcentral/answers/381555-how-to-optimize-two-optimization-variables-within-the-same-objective-function#comment_533329

## Sherif Shokry (view profile)

Direct link to this comment:https://www.mathworks.com/matlabcentral/answers/381555-how-to-optimize-two-optimization-variables-within-the-same-objective-function#comment_533337

## John D'Errico (view profile)

Direct link to this comment:https://www.mathworks.com/matlabcentral/answers/381555-how-to-optimize-two-optimization-variables-within-the-same-objective-function#comment_533500

Sign in to comment.