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t=2.3263;
@" g, Y( a: U! Y. q, `: L9 Tk=0.5244;# \& a1 r% x- ~8 ~+ V0 d
R=0.15;
: P/ K# x1 Q, U6 X& u0 yu=[0.1221,0.1786,0.1452,0.1054,0.1132]';
6 M e5 _+ m+ k6 m# LE=[1234,864,-617,-246,987;864,642,586,-198,-815;-617,586,1433,469,-963;-246,-198,469,346,25;987,-815,-963,25,1827];6 W7 M" w6 b4 E7 ^: K4 q. r( \& w; @; m" ]
E=E/10000;
( G$ w, W. m5 v3 r4 zc=0.0075;9 g- a% z7 f( d
options = optimset('Algorithm','active-set'); % run active-set algorithm: h/ @7 ~# i" L
aeq=[1+c,1+c,1+c,1+c,1+c];& |. q' P: R& i3 t
beq=1;! C; e0 m4 C% F2 L+ W* w
lb=[0,0,0,0,0]';
* @8 p p4 p, u9 gub=[1,1,1,1,1]';
) m" p) H, f9 J9 }x0=[0.02,0.03,0.05,0.11,0.12]';
7 n+ }- ^+ t/ _4 s+ Q( z5 Q9 W5 t[x,fval,exitflag,output] = fmincon(@(x) myfun( x,t,E,u,c),x0,[],[],aeq,beq,lb,ub,@(x) mycon( x,t,k,E,u,c,R),options)
1 W) x% [% Q0 b4 }1 V5 a: e: I Q; s' j
function f = myfun( x,t,E,u,c ) %目标函数- D4 n9 a) R( h' i* @
%UNTITLED3 Summary of this function goes here
1 y. m! `& R- ^6 V% Detailed explanation goes here
~5 h' ^; p& k+ f/ |6 `% h6 R) Ef=t*sqrt(x'*E*x)-(u'-c)*x;( B: H9 l- I. M
end
Z. _1 z& F: O* u( c6 ~
7 m% }; ?1 P& c# L; R# Ffunction [C,Ceq] = mycon( x,t,k,E,u,c,R ) %非线性约束
& M9 Z: W3 t4 D! ^* d1 O- E+ L& r%UNTITLED4 Summary of this function goes here
! f- h. t' u) ]9 t2 v0 j8 _4 s% Detailed explanation goes here9 ?& _( i7 Q' i7 I1 ]
C=t*k*sqrt(x'*E*x)/(t-k)-t*(u'-c)*x/(t-k)+t*R/(t-k);- T" O; z* d/ x
Ceq=[];9 B+ s! V q5 z! W& f* q- |
end
9 ~, P/ t) P% t: E
! d* h. |8 H( X- o' k1 ]( n# F7 o) d! g2 L* M3 m! Q. O
运行结果:; A4 e( F: U+ P0 r5 z1 J
Solver stopped prematurely.
0 S7 ]+ E) r0 y/ @fmincon stopped because it exceeded the function evaluation limit,3 q# [/ G/ I8 z4 }
options.MaxFunEvals = 500 (the default value).
: d o7 ?% {! k$ M' P% |
! v; _! k A: [# Vx =) I3 E; C+ ^6 I5 a% J
-0.0175
$ l5 C S0 [# Y0 Q 0.48757 m Q* F9 \5 }/ y
-0.0175
' |& j- R" W j3 ^. H* H5 u% ~ 0.3074
7 O0 X8 A9 y$ F( x. J( j: y 0.2328: A: M! }0 d* W' O
$ |: d B+ @2 w9 Q# Z
fval =
2 j1 d0 S( ]4 E$ u6 L; A -0.0390
" G$ t. l$ u5 r S% U
, Z3 B O6 Z% @( \exitflag =, y( \) B2 H. n$ X; n9 n9 g
07 y; ^' G$ j4 t5 _, c" c$ l
7 N5 b9 i! ~ L4 q: k
output = 7 O) B# I' L! y1 j A
iterations: 514 t% a% D& H) n9 u) ^$ n
funcCount: 505; K5 A* L- y: W+ u6 t
lssteplength: 0.1250! z: c/ {" C, S" _
stepsize: 0.0812. }# E+ B5 W9 m# I2 i
algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'
; c& A/ p8 l' h. q" l0 ^ firstorderopt: 2.4732
2 t" H. ?& x2 \3 l& r' }3 J% O constrviolation: 0.0509" K, [( v& V" O0 e% y
message: [1x145 char]
, h: N6 d$ l, \7 k8 c各位大虾,程序如上所述,为什么函数提前就结束了,是不是要改默认参数设置,小弟也试过,但是捣鼓不出来,希望各位高人不吝赐教,小弟先拜谢了 Orz |
zan
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