MATLAB: Using Symbolic function to execute Optimization in MATLAB

symb

Hello all I ran into a symbolic viarible optimization problem in MATLAB. I tried to define array containing with symbolic element, and then apply a certain function and I would like to optimize this function which contain symbolic variables. Error notes show: "Function 'ge' is not implemented for MuPAD symbolic objects" which i assume meaning MATLAB can not run optimization on symbolic object functions. is there anyone know how to fix it? pls…..
This is the code:
clear all  
global N ITERATION_STEP BETA a1 a2 a3
syms a1 a2 a3
N=3;
ITERATION_STEP=3;
% discount factor
BETA=0.95;
prob = [0.662,0.547,0.769];             %prob = rand(1,n);
disp('prob');
disp(prob);
states = zeros(1,N);   
actions = [a1, a2, a3];
%actions(1,:)=20;       initial transmitted power is 20dB
inst_reward = zeros(1,N);  
future_reward = zeros(1,N);
for i = 1:N
    imm_reward = InstReward(prob,actions);
end
disp('imm_reward');
disp(imm_reward);
% at every moment, there are two possible rewards, name them reward1 and
% reward 2 which reward1 denotes the reward when no state change happens,
% while reward2 denotes the reward when state changes. 
for j = 1:2
    for i = 1:2
        alter_prob = 1 - prob;
        reward1 = InstReward(prob, actions);
        reward2 = InstReward(alter_prob, actions);
        total = BETA.^(j)*(prob.*reward1 + alter_prob.*reward2);
        future_reward = imm_reward + sum(total);
    end
end
obj_function = @(actions)(sum(future_reward));
% optimization algorithm to find the value of actions to get the min reward
% [X,FVAL,EXITFLAG,OUTPUT] = fmincon(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,OPTIONS)
%options = optimset('Display','off');
[X,FVAL,EXITFLAG,OUTPUT] = fmincon(obj_function,[0,0],[],[],[],[],0,[]);
But I got error note as: Error using sym>notimplemented (line 2682) Function 'ge' is not implemented for MuPAD symbolic objects.
Error in sym/ge (line 823) notimplemented('ge');
Error in nlconst (line 663) elseif f >=0
Error in fmincon (line 794) [X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN]=…
Error in main (line 42) [X,FVAL,EXITFLAG,OUTPUT] = fmincon(obj_function,[0,0],[],[],[],[],0,[]);

Best Answer

No, fmincon (and other Optimization Toolbox solvers) do not do symbolic optimization.
You can use intermediate symbolic computations within your objective function and constraints to help generate output, but all direct input and output arguments to fmincon must be non-symbolic.
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