Optimization objective funcion containing a sum

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Ricardo López
Ricardo López am 10 Jan. 2021
Beantwortet: Matt J am 10 Jan. 2021
Good afternoon,
I am writing a MATLAB code to minimize the following equation:
Both C_H and PV are matrices already calculated. I want get the optimum values of b so that equation is the minimum. The only constraint is the upper and lower limits of b: 0<= b <=1.
Does anyone knows how to implement it on MATLAB?
Thank you for your time

Antworten (1)

Matt J
Matt J am 10 Jan. 2021
s=sign(sum(PV(1:n,1)));
if s<=0, b=1; else, b=0; end

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