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Using fmincon with for loop

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Gábor Dupák
Gábor Dupák on 22 Apr 2021
Answered: Alan Weiss on 23 Apr 2021
Hi!
I have a minimalization problem, where i have 3 variables (x1, x2 and x3) and two non linear equations:
x(1)+parama*x(2)*x(3)=Ptloademod(k)
paramb*x(2)+(paramc-paramb)*x(2)*x(3)=Ptloadh(k)
Where parama, paramb and paramc are parameters defined earlier in the code. x1 x2 are >=0 and 0<=x3<=1. Ptloademod(k) is the k-th element in a predefined row vector, the same can be said about Ptloadh(k). The two row vectors contain 96-96 elements.
My objective function is:
min c1*x1+c2*x2 (where c1 and c2 are predefined constants).
I know that i have to use nonclon:
function [c,ceq]=myf(x, Ptloademod, Ptloadh,k,paramb,paramc,parama)
c=[];
ceq(1)=x(1)+parama*x(2)*x(3)-Ptloademod(k);
ceq(2)=paramb*x(2)+(paramc-paramb)*x(2)*x(3)-Ptloadh(k);
end
And after that I have to use fmincon:
x0=[1,1,1];
A=[];
b=[];
Aeq=[];
beq=[];
lb=[0,0,0];
ub=[Inf,Inf,1];
nonlcon =@myf;
x=fmincon(objective,x0,A,b,Aeq,beq,lb,ub,nonclon);
So I would like to use a for loop to find the optimal solution for all the 96 cases and create 3 new row vectors containing the x1 x2 and x3 for the 96 cases.
Hope you can help me :)

Answers (1)

Alan Weiss
Alan Weiss on 23 Apr 2021
I think that you need to define nonlcon this way:
nonlcon = @(x)myf(x, Ptloademod, Ptloadh,paramb,paramc,parama);
Notice that I removed your k argument.
And you need to put that definition inside your loop. Something like this:
N = length(Ptloademod);
solutions = zeros(N,3);
for i = 1:N
nonlcon = @(x)myf(x, Ptloademod(i), Ptloadh(i),paramb,paramc,parama);
x = fmincon(objective,x0,A,b,Aeq,beq,lb,ub,nonclon);
solutions(i,:) = x;
end
Alan Weiss
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