matlab - Search for Optimal Point search algorithms -

matlab - Search for Optimal Point search algorithms -

i have objective function b(s,r,l), calculated results s=1,...,10, r=1,...,10 , l=0.1:0.1:10. each s, generated 10 sizeof(l) matrices. want write search code code such homecoming me minimum b values. in more clear form

minimize b(s1,r1,l1)+b(s2,r2,l2)+b(s3,r3,l3) s.t s1+s2+s3 = 10 r1 +r2 +r3 = 15 l1+l2+l3 = 30 s1,s2,s3,r1,r2,r3,l1,l2,l3 >=0 s , r integer.

what best search algorithm above problem?

i suggest create l3,r3,s3 dependent on selection of variables. example, if l1 = 1 , l2 = 2 implies l3 = 30 - 1 - 2. have 6 parameters left search for. should utilize kind of non-linear optimization method, fminsearh. define functional function of these 6 parameters. if function smooth, integer solution should near real solution.

in order treat non-zero condition, can give huge error input gives negative output.

so, functional should like:

function d = f(l1,l2,s1,s2,r1,r2) l3 = 30 - l1 - l2; r3 = 15 - r1 - r2; s3 = 10 - s1 - s2; z = b(s1,r1,l1)+b(s2,r2,l2)+b(s3,r3,l3); if z<0 d = 10^20; else d = z; end end

in end, seek check of integer solutions - seek round each value floor or ceil. there 2^6 possibilities.

algorithm matlab search optimization