matlab %3c=运算符,Maximize 3x+y with constraints in Matlab

问题

I need to maximize the equation 3x+y in matlab with the following constraints:

2x+y<=6,

x+3y<=9, and x,y>=0

I am having a really hard time figuring out how to put in the constraints in a way that I can relate them back to the original equation. I am new to matlab and am having trouble figuring this out.

Thanks in advance!

回答1:

As @Franck mentioned, you can in general use fmincon to solve optimization problems. However, as your problem is simply a linear programming problem, the solution is much simpler (and guaranteed to be optimal) :

f = -[3 1]; % Note the minus as we want maximization

A = [2 1; 1 3];

b = [6; 9];

LB = [0 0];

[X, FVAL] = linprog(f,A,b,[],[],LB)

Will give:

X =

3.0000

0.0000

FVAL =

-9.0000

Hence the optimum is found at point (3,0) and the resulting value is 9.

Try help linprog to read more about this very usefull function.

回答2:

Create the following files and run maximize_stuff:

maximize_stuff.m:

function [] = maximize_stuff()

x0 = [2 2]; % fmincon starts at X0 and finds a minimum X

[x,fval] = fmincon('objfun',x0,[],[],[],[],[0;0],[Inf;Inf],'constraint');

fval = -fval; % Because we want to find the maximum, not the minimum

x

fval

end

objfun.m

function f=objfun(x)

f = 3*x(1) + x(2);

f = -f; % Because we want to find the maximum, not the minimum

end

constraint.m :

function [c,ceq]=constraint(x)

c1 = 2 * x(1) + x(2) - 6;

c2= x(1) + 3*x(2) - 9;

c = [c1;c2];

ceq = [];

end

It should return:

>> maximize_stuff

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in

feasible directions, to within the default value of the function tolerance,

and constraints are satisfied to within the default value of the constraint tolerance.

Active inequalities (to within options.TolCon = 1e-06):

lower upper ineqlin ineqnonlin

2 1

x =

3.0000 0

fval =

9.0000

You can verify the results

http://www.wolframalpha.com/input/?i=2x%2By%3C%3D6%3B+x%2B3y%3C%3D9%3B+x%3E%3D0%3By%3E%3D0%3B :

A very good tutorial: http://www.math.colostate.edu/~gerhard/classes/331/lab/fmincon.html

fmincon is called as follows:

with linear inequality constraints Ax£b only (as in linprog): [x,fval]=fmincon('objfun',x0,A,b)

with linear inequality constraints and linear equality constraints Aeq·x=beq only: [x,fval]=fmincon('objfun',x0,A,b,Aeq,beq)

with linear inequality and equality constraints, and in addition a lower bound of the form x³lb only:

[x,fval]=fmincon('objfun',x0,A,b,Aeq,beq,lb) If only a subset of the

variables has a lower bound, the components of lb corresponding to

variables without lower bound are -Inf. For example, if the variables

are (x,y), and x³1 but y has no lower bound, then lb=[1;-Inf].

with linear inequality and equality constraints and lower as well as an upper bound of the form x£ub only:

[x,fval]=fmincon('objfun',x0,A,b,Aeq,beq,lb,ub) If only a subset of

the variables has an upper bound, the components of ub corresponding

to variables without upper bound are Inf. For example, if the

variables are (x,y) and x£1 but y has no lower bound, then lb=[1;Inf].

with linear inequality and equality constraints, lower and upper bounds, and nonlinear inequality and equality constraints:

[x,fval]=fmincon('objfun',x0,A,b,Aeq,beq,lb,ub,'constraint') The last

input argument in this call is the name of a function file (denoted

constraint in these notes and saved as constraint.m in the working

directory), in which the nonlinear constraints are coded.

来源：https://stackoverflow.com/questions/19085938/maximize-3xy-with-constraints-in-matlab