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t=2.3263;
9 F" s( j i) ]/ @( _4 Vk=0.5244;+ P4 x1 e/ m( {9 Z/ u+ ?, f' t6 q
R=0.15;+ f9 g, L; V% L- i5 y. c- `
u=[0.1221,0.1786,0.1452,0.1054,0.1132]';. |' _% A5 v3 n* Q9 J; V2 f
E=[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];$ R4 z0 ]4 E" ?, s6 n
E=E/10000;) W; V+ J0 [: _' O! a
c=0.0075;
2 Q- N6 D1 Y' |0 N8 boptions = optimset('Algorithm','active-set'); % run active-set algorithm4 C/ B+ w, }; m) i
aeq=[1+c,1+c,1+c,1+c,1+c];
! k, V2 q5 d0 j. A% V; i5 _) ]beq=1;
. F; h' y& N0 W/ \0 h0 E5 ?lb=[0,0,0,0,0]';
$ q) i5 I: F& h! o8 rub=[1,1,1,1,1]';
; o2 F/ L8 H# }& M1 f& z ~x0=[0.02,0.03,0.05,0.11,0.12]';5 ~% T1 A9 h7 h4 ~" _! n2 U
[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)
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function f = myfun( x,t,E,u,c ) %目标函数- s4 Z% ]" D: X, u( z
%UNTITLED3 Summary of this function goes here
, h4 g- t( b& W% x; q% Detailed explanation goes here
1 K$ m" a/ P( _5 n3 K( Q+ y2 rf=t*sqrt(x'*E*x)-(u'-c)*x;
7 ?2 i% ~+ n. d9 bend
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* z- d! b$ ^: [1 j( q' D2 Ifunction [C,Ceq] = mycon( x,t,k,E,u,c,R ) %非线性约束3 s& O) A+ |% j
%UNTITLED4 Summary of this function goes here( u+ _& e) g! Y; s2 Y! A
% Detailed explanation goes here
# X# J% [1 m( b# {+ uC=t*k*sqrt(x'*E*x)/(t-k)-t*(u'-c)*x/(t-k)+t*R/(t-k);9 y4 f# n- Y/ x+ O+ \+ H/ L
Ceq=[];
1 g. Y2 i0 Q$ } jend& S- l" g# [$ ~8 Y+ d6 B
; J4 {" B5 R8 f9 l* h. U" [4 i
2 m# Q! o+ M6 s3 ~3 b1 t
运行结果:% u% s, ^) t# G# f; t8 n
Solver stopped prematurely.9 y7 e) Y! Y U2 p0 p8 g) J( G
fmincon stopped because it exceeded the function evaluation limit,. P- d. |0 @1 T
options.MaxFunEvals = 500 (the default value).1 v" F6 r* P6 A- v# Q- c" x- A. ^
& G+ D9 h) x; j# g2 ~0 N3 wx =$ m) x$ J4 ~% d' o% r! o* v
-0.0175
; R @2 V- Y: o/ ?# P& ]1 Q 0.4875
7 w2 p s3 V9 z& g1 l -0.0175
8 E. ^% N E1 N$ R: Z; {5 h7 C 0.3074
6 T3 M l+ I. U0 l# N5 ~: N! ] 0.2328
( D" f5 U' V2 g. F T
( y& S0 J X& r* T# w: z* o1 Ufval =4 g) x, a) o1 u7 J( s; D/ H# T
-0.0390
+ W% V- R- v4 _' H- A
2 C" u8 R; X$ pexitflag =
$ M# N+ _/ X+ ] 0
4 h' z2 A0 ]1 d( O, Y" Z, M; J7 u# y4 n+ h) ~1 }5 a
output = & c9 ?2 S! c6 b3 G: \4 R2 R
iterations: 51
* Q. i- g1 b$ w+ v8 B funcCount: 5052 B* ~. z) O6 u: O# w' N
lssteplength: 0.1250/ P: l4 e- u& d J% i( H# M
stepsize: 0.0812# b! U+ D/ h* }* [! C) T$ P. w
algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'$ e" j; x% A9 _
firstorderopt: 2.4732$ ?5 a+ V0 J* H8 }% T: o- Z. |' J
constrviolation: 0.05096 J( [* ]) G! v% Y6 i% L- ^
message: [1x145 char]
; y2 f( u9 { O e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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