Minimize a function with inequality constraint.

Hello community

Please, can you help me solving this problem.

I have a function to minimize.

F(t)=0.5( 0.7*P(t)+0.7*P(t+1) ) + 0.5*(t-1)^2

where

P is a vector; P=[0.3 0.4 0.2 0.7 0.1 0.6 0.3 0.1 ]

t is an integer variable that must be 1<= t <=5

I have to find the values of t

Thanks in advance.

Answer 1

[Chunru]

P=[0.3  0.4   0.2   0.7   0.1   0.6   0.3   0.1 ];  % Assuming these are P(1), P(2), ... 
F  = zeros(5,1);
for t=1:5
    F(t)=0.5*(0.7*P(t)+0.7*P(t+1) ) + 0.5*(t-1)^2;
end

[Fmin, idx] = min(F);
figure;
plot(1:5, F, '-', idx, Fmin, 'ro' )

[Imane hammou ouali]

Thank you so much