MATLAB: Division by an OptimizationVariable not supported.

division by optimization variablesOptimization Toolbox

Hi everyone,

I met a problem that in my equation, there is a part where includes a division of two optimization varaibles. For example, if i let

y=optimvar('y',[4,1,4],'Type','integer','LowerBound',0,'UpperBound',1);

then my equation would be like: (1-yi)/sum(yi)

However, matlab says division of two optimization variable is not supported by optimization toolbox, while I don't think i can change the form of my equation. So I

'm wondering if it's possible to proceed.

Thank you!

Best Answer

The problem-based solver is largely limited to linear and (in R2019) quadratic programs. If you find yourself computing non-linear/non-quadratic OptimizationExpressions, it will typically mean that you have a more general optimization problem than that and must resort to another solver.

Or, you could try to reformulate your problem as a linear problem, but to know if that is possible, we would have to see the full problem, not just a single expression that occurs in it somewhere.

Related Solutions

MATLAB: Matlab solve indeterminate polynomial equations numerically

Finally, I find out the answer, it seems matlab will do some approximations, the true system is

eqstrue=[ u6*(3*u5 - 1) - u4 - u1 - 3*u2*u3 - 3*u5*u6 + 3*u3*(u2 - 1) + 1/24, u2^2*u3*(u2 - 1) - 2*u5^3*u6 - u2*u3*(u2 - 1)^2 - (2*u4)/27 - u5*u6*(3*u5 - 1)^2 + u5^2*u6*(3*u5 - 1) + 1/360, 1/1260 - 2*u5^4*u6 - 2*u5^2*u6*(3*u5 - 1)^2 - 2*u2^2*u3*(u2 - 1)^2 - (2*u4)/81, u5^2*u6*(3*u5 - 1)^3 - 3*u5^5*u6 - u4/81 - 4*u5^3*u6*(3*u5 - 1)^2 + 4*u5^4*u6*(3*u5 - 1) + 1/2880, 9*u5^4*u6*(3*u5 - 1) - 3*u5^3*u6*(3*u5 - 1)^2 + 1/6720, u5^3*u6*(3*u5 - 1)^3 - 6*u5^4*u6*(3*u5 - 1)^2 - 3*u5^4*u6*(3*u5 - 1)^3 - 6*u5^5*u6*(3*u5 - 1)^2 + 9*u5^5*u6*(3*u5 - 1) - 3*u5^6*u6*(3*u5 - 1) + 1/21600, u5^3*u6*(3*u5 - 1)^3 - 6*u5^4*u6*(3*u5 - 1)^2 + u5^4*u6*(3*u5 - 1)^3 + 2*u5^5*u6*(3*u5 - 1)^2 + 9*u5^5*u6*(3*u5 - 1) + u5^6*u6*(3*u5 - 1) + 11/226800]

after I make

a2 = 1; b2 = -1; b3 = 1;

matlab solves the approximatied system

eqs=[ u6*(3*u5 - 1) - u4 - u1 - 3*u2*u3 - 3*u5*u6 + 3*u3*(u2 - 1) + 1/24, u2^2*u3*(u2 - 1) - 2*u5^3*u6 - u2*u3*(u2 - 1)^2 - (2*u4)/27 - u5*u6*(3*u5 - 1)^2 + u5^2*u6*(3*u5 - 1) + 1/360, 1/1260 - 2*u5^4*u6 - 2*u5^2*u6*(3*u5 - 1)^2 - 2*u2^2*u3*(u2 - 1)^2 - (2*u4)/81, u5^2*u6*(3*u5 - 1)^3 - 3*u5^5*u6 - u4/81 - 4*u5^3*u6*(3*u5 - 1)^2 + 4*u5^4*u6*(3*u5 - 1) + 1/2880, 9*u5^4*u6*(3*u5 - 1) - 3*u5^3*u6*(3*u5 - 1)^2 + 1/6720, u5^3*u6*(3*u5 - 1)^3 - 6*u5^4*u6*(3*u5 - 1)^2 - 3*u5^4*u6*(3*u5 - 1)^3 - 6*u5^5*u6*(3*u5 - 1)^2 + 9*u5^5*u6*(3*u5 - 1) - 3*u5^6*u6*(3*u5 - 1) + 34433922270924495617/743772721051969121157120, u5^3*u6*(3*u5 - 1)^3 - 6*u5^4*u6*(3*u5 - 1)^2 + u5^4*u6*(3*u5 - 1)^3 + 2*u5^5*u6*(3*u5 - 1)^2 + 9*u5^5*u6*(3*u5 - 1) + u5^6*u6*(3*u5 - 1) + 37713343439583972437/743772721051969121157120];

so it gives me an answer, I don't know why it does this. In the last equation.

vpa(11/226800 - 37713343439583972437/743772721051969121157120)
ans = -0.0000022045855379188659798651850341144609

It's a bad approximation.

MATLAB: Multidimensional matrix optimization error

Hi,

From the question I understand that you created an optimization variable y and wants to create a 3-dimensional matrix yi in a specific layout where the 3rd dimension is time.

Try using the following code:

y=optimvar('y',[4,1,4],'Type','integer','LowerBound',0,'UpperBound',1); 
yi=[y(1,1,1),y(2,1,1),y(3,1,1),y(4,1,1);y(2,1,1),y(2,1,1),y(3,1,1),y(4,1,1);y(3,1,1),y(3,1,1),y(3,1,1),y(4,1,1);y(4,1,1),y(4,1,1),y(4,1,1),y(4,1,1)];  
yi(:,:,2)=[y(1,1,2),y(2,1,2),y(3,1,2),y(4,1,2);y(2,1,2),y(2,1,2),y(3,1,2),y(4,1,2);y(3,1,2),y(3,1,2),y(3,1,2),y(4,1,2);y(4,1,2),y(4,1,2),y(4,1,2),y(4,1,2)]; 
yi(:,:,3)=[y(1,1,3),y(2,1,3),y(3,1,3),y(4,1,3);y(2,1,3),y(2,1,3),y(3,1,3),y(4,1,3);y(3,1,3),y(3,1,3),y(3,1,3),y(4,1,3);y(4,1,3),y(4,1,3),y(4,1,3),y(4,1,3)]; 
yi(:,:,4)=[y(1,1,4),y(2,1,4),y(3,1,4),y(4,1,4);y(2,1,4),y(2,1,4),y(3,1,4),y(4,1,4);y(3,1,4),y(3,1,4),y(3,1,4),y(4,1,4);y(4,1,4),y(4,1,4),y(4,1,4),y(4,1,4)];

Hope it works.

For more information on creating multi-dimensional binary optimization variables, you can refer the following link: https://www.mathworks.com/help/optim/ug/optimvar.html#mw_cedf0526-03c6-46b9-aba3-a694d89d1003

Best Answer

Related Solutions

MATLAB: Matlab solve indeterminate polynomial equations numerically

MATLAB: Multidimensional matrix optimization error

Related Question