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t=2.3263;3 }# h5 Q" P( I) p0 u2 B; _8 D
k=0.5244;- e9 j# n2 T5 c$ _) E1 Y7 t9 ~ Q6 Q
R=0.15;, ~9 ]( n+ p$ `+ l% x
u=[0.1221,0.1786,0.1452,0.1054,0.1132]';
S: i8 N$ F) J6 z ZE=[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];
4 F% v$ W1 Q7 }: ]9 M7 T# k' t$ K( dE=E/10000;
3 k7 R, Y4 O- |8 K1 @' l4 Cc=0.0075;! Z3 _2 ~ Y8 ~ D. Z: M
options = optimset('Algorithm','active-set'); % run active-set algorithm
. N0 ` w& k7 T/ D, {4 v" @aeq=[1+c,1+c,1+c,1+c,1+c];
( O5 m$ x0 ?$ M9 a( y7 u0 j: L' R% Jbeq=1;
$ {3 A! }' o2 @! D: g: elb=[0,0,0,0,0]';' ?" N2 Y; j1 r; ]# _) i1 z3 \( X/ H+ M! c
ub=[1,1,1,1,1]';, Y7 |( ]( ^9 j; Z
x0=[0.02,0.03,0.05,0.11,0.12]';
7 T% V" K* l5 ~3 i6 {# `[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)
* v& n0 \! R, o! t8 j0 M% r; S) O5 h/ G' ? B
function f = myfun( x,t,E,u,c ) %目标函数
5 C. U: g X, @1 x6 }6 M%UNTITLED3 Summary of this function goes here
8 k6 L) {0 y7 m, |% t* f0 f% Detailed explanation goes here
O4 f+ i/ g" H) p- K4 if=t*sqrt(x'*E*x)-(u'-c)*x;0 y, R: {2 A0 v' w. X% A
end
" c/ m, _" i1 y9 Y
e* c7 a n+ Q5 P' Jfunction [C,Ceq] = mycon( x,t,k,E,u,c,R ) %非线性约束
6 j8 d' F! N1 }1 l4 Q$ \%UNTITLED4 Summary of this function goes here# i( c. L4 b) j1 ] X+ q
% Detailed explanation goes here3 Q2 s C! ?5 o6 V9 E0 a; e
C=t*k*sqrt(x'*E*x)/(t-k)-t*(u'-c)*x/(t-k)+t*R/(t-k);
E/ |/ L9 r% a5 ^! @Ceq=[];
5 M5 k' m0 u- L; R5 Q: ~end
' D# j( d9 S+ j! C# v9 ?0 e: ^$ t% L2 ^4 {
, t2 D: c* a" ^" ?) _* `# Y
运行结果:$ O8 E3 v1 b, @5 r. x
Solver stopped prematurely.
( s$ A; ]- d# O N: n$ r& ]3 Gfmincon stopped because it exceeded the function evaluation limit,
h- H% }3 S; k; R- I1 O8 Boptions.MaxFunEvals = 500 (the default value).
2 g5 f( _0 r) J$ j: X9 j5 X6 w7 x" u. W# i8 P
x =
' r! G! {" u7 k -0.01751 D% A. l1 K& G& f( G/ m
0.4875
1 \% H1 [7 }; [- U5 l& l' Z -0.0175
5 |/ y0 b, t4 ^7 _* G2 K1 y 0.3074
$ G9 n' B4 T( L8 v* y/ }2 R6 V1 q 0.2328, g9 G6 U- n( [1 k# K: F, \7 J
6 Q5 `+ w) |. x2 |fval =
G+ y f8 g" [" H- \9 P -0.0390
9 j, Y: d9 E" [+ e
' p" g. m7 D V# J+ Qexitflag =- i- }( _) S% N4 u+ |$ U ^/ V. M
0
/ n. y2 C: f+ [; ?% A) J& v0 s7 I, w% a* a7 a* ~2 t
output =
1 {4 w' f' _' C3 `. S) B iterations: 51
4 W; d' T+ m1 F% Y* T$ w8 T6 J( w funcCount: 505& M- Z0 \' Y! ]* k2 W+ C3 I D
lssteplength: 0.1250
8 R7 x' F3 q0 W/ K* v stepsize: 0.08120 `6 y3 t8 n( y3 j" U+ P4 Z% Z- }
algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'
7 r% c& o% S( X- ~& r- ? firstorderopt: 2.4732
( x. I/ q: @$ ]# C& x4 F% c/ W constrviolation: 0.0509+ f4 E' _ {. \0 j4 X
message: [1x145 char]+ A+ _, c; S) l8 v
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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