I have a question that how can I put a "loop" structure in a optmization problem.
In my problem I have two binary decision variables and a objective function based on these two variables, and I am trying to use optmization toolbox to minimize the objective function.
There are 4 time periods in total, and the binary decision variables are changing(differs) in each time period. My objective function is built on the decision variable so that the objective function is for one time period as well. My goal is to minimize my objective function over all time periods.
For example, I have two binary decision variabe "y" and "s" that differs in each time period,
obj.Objective = 2y+3s
[sol,fval] = solve(obj)