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Topic: Numerical optimization
Replies: 3   Last Post: Aug 20, 2014 3:35 PM

 Messages: [ Previous | Next ]
 Morteza Posts: 2 Registered: 8/18/14
Numerical optimization
Posted: Aug 18, 2014 11:08 AM

Hi - I want to optimize a function with 2x sets of variable in which each set includes 5 variables - it should read...
for j =1 : size(variable #1)
for k = 1: size(variable #2)
CostFunction = A variable #1 + B variable #2
...

variable #1 is defined as a vector eg. [.3 .35 .45 .56 .7]
variable #2 can be any (float) number between = [0 100]
AIM: find an optimum combination of 5 float number to minimize the cost function. for example the result could be [10.2 20.4 62.1 46.7 98.1] which yields CostFunction ~ 0
Is there any optimization algorithm to solve this kind of numerical problem?

'optimtool' provides optimization solution for analytical function.

I would appreciate your help - Morteza

Date Subject Author
8/18/14 Morteza
8/19/14 Alan Weiss
8/20/14 Morteza
8/20/14 Alan Weiss