Objective Function modeling

[Ehtisham Asghar]

Hi all,

I am working on an optimization problem, in which objective is to minimize the change between a decision variable and a constant value over the span of 24 hr.

In above picture, I wanted pgs (decision variable) be remain close to the value of pref in each time slot. Means I want to minimize the difference between pgs and pref.

Can anybody tell me that objective function is defined right or not?

Regards,

Ehtisham

[John Hedengren]

Ehtisham,

 

Your objective is correct if you are defining all of your time points but you would likely need to define your objective as m.Minimize((pgs[i]-pref[i])**2). If you let Gekko do the time discretization for you then you wouldn’t need the list comprehension:

 

m.Minimize((pgs-pref)**2)

 

Here are some other examples:

 

https://apmonitor.com/do/index.php/Main/DynamicEstimation

 

In these cases, you only need to define the variable once and Gekko takes care of all the time points.

 

-John Hedengren

 

From: apmo...@googlegroups.com <apmo...@googlegroups.com> On Behalf Of Ehtisham Asghar
Sent: Friday, June 4, 2021 10:13 PM
To: apmonitor <apmo...@googlegroups.com>
Subject: [APM] Objective Function modeling

 

Hi all,

 

I am working on an optimization problem, in which objective is to minimize the change between a decision variable and a constant value over the span of 24 hr.

 

In above picture, I wanted pgs (decision variable) be remain close to the value of pref in each time slot. Means I want to minimize the difference between pgs and pref.

 

Can anybody tell me that objective function is defined right or not?

 

Regards,

Ehtisham

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[Ehtisham Asghar]

Hi John!

Thank you for your quick response.
Let me try your method and understand it.

Regards,

Ehtisham Asghar

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