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Topic: Maximizing objective function
Replies: 1   Last Post: Sep 23, 2013 9:26 AM

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Alan Weiss

Posts: 1,261
Registered: 11/27/08
Re: Maximizing objective function
Posted: Sep 23, 2013 9:26 AM
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On 9/22/2013 10:21 AM, El wrote:
> Dear all,
>
> I have to find the values of two different variables sigma_u and
> sigma_v which maximize the objective function C(sigma_u,sigma_v) and
> fulfil the following constraint: sigma_u+sigma_v=P, where the value of
> P is given. I need some help because I don't know how to formulate the
> problem.
> Thank you in advance


I would eliminate the constraint by setting
sigma_v = P - sigma_u
Now you have an unconstrained problem in one variable, sigma_u.
Write C in terms of sigma_u alone.
Then you can use fminbnd to minimize the function -C(sigma_u) (minimize
the negative to maximize the function).

Just one more thing: fminbnd needs a bounded region to search. So you
will somehow need to come up with a bounded region where the maximum is.

Good luck,

Alan Weiss
MATLAB mathematical toolbox documentation



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