how to include a loop and stopping criteria in fmincon
6 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I am using fmincon to slove a two stage optimization - the stackelberg leader follower type, by backward induction. The code below works but its too manual, the value of x calculated in the first stage is taken as the limit in the next stage and vise versa, I need to refine the code to include a stopping criteria such that when fval is non changing from the previous value and to not manually keeb changing the variable x as seen in the code I have changed the variable from b,c, z,d,. I need to include a loop but I don't know how, any idea?
fun =@(b)(-1)*( b(2)*( a - 2*(b(1) + b(2)) - (5 - b(2) + b(2)^2)) );
x0 = [0,1];
A = [];
B = [];
Aeq= [];
beq= [];
lb=[0,0];
ub=[1,1];
[b,fval(1)] = fmincon(fun,x0,[],[],Aeq,beq,lb,ub);
% leader observing followers responce choses the val
% fun =@(c)(-1)*( c(1)*( a - 2*(c(1) + c(2)) - (4 - c(1))) );
fun =@(c)(-1)*( c(1)*( a - 2*(c(1) + c(2)) - (4 - c(1) + c(1)^2)) );
lb=[0,b(2)];
ub=[1,b(2)];
[c,fval(2)] = fmincon(fun,x0,[],[],Aeq,beq,lb,ub);
%follower choses value in reaction to leaders
fun=@(z)(z(2)*( a - 2*(z(1) + z(2)) - (5 - z(2) + z(2)^2))*(-1));
x0 = [0,1];
A = [];
B = [];
Aeq= [];
beq= [];
lb=[c(1),0];
ub=[c(1),1];
[z,fval(3)] = fmincon(fun,x0,[],[],Aeq,beq,lb,ub);
%leader chooses value in reaction
% fun =@(d)(-1)*( d(1)*( a - 2*(d(1) + d(2)) - (4 - d(1))));
fun =@(d)(-1)*( d(1)*( a - 2*(d(1) + d(2)) - (4 - d(1) + d(1)^2)) );
lb=[0,z(2)];
ub=[1,z(2)];
[d,fval(4)] = fmincon(fun,x0,[],[],Aeq,beq,lb,ub);
% follower chooses value
fun=@(e)(e(2)*( a - 2*(e(1) + e(2)) - (5 - e(2) + e(2)^2))*(-1));
x0 = [0,1];
A = [];
B = [];
Aeq= [];
beq= [];
lb=[d(1),0];
ub=[d(1),1];
[e,fval(5)] = fmincon(fun,x0,[],[],Aeq,beq,lb,ub);
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Downloads finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!