The best way to code this optimization problem
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
I have a large optimization problem (a small part of this problem is given below)
max
s.t
Note that I have equality constraints
I need to code this in Matlab in an eficient way for a large-scale problem
2 comentarios
Respuestas (2)
Matt J
el 14 de Nov. de 2019
Editada: Matt J
el 14 de Nov. de 2019
I have matlab 2013b
Because the array sizes are fairly small here, the easiest thing might be to use my func2mat submission to express all your summations as matrix multiplications.
For example, a summation of a 4x1x12x12 array along its 3rd dimension can be represented by a matrix A obtained as follows,
z0=rand(4,1,12,12);
A=func2mat(@(z)sum(z,3) , z0);
To convince yourself of the equivalence, you can do
calc1=sum(z0,3);
calc2=A*z0(:);
>> norm(calc2(:)-calc1(:))
ans =
0
0 comentarios
Ver también
Categorías
Más información sobre Get Started with Optimization Toolbox en Help Center y File Exchange.
Productos
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!