define an objective function by .m file

[mengyuli]

Hi,

I defined an objective function by a .m file as: 

Objective = @(vx)loadcalkxdays3opt(x,vx,tripnumwd,tripnumwe,energycon,capacity,chargingrate,chargingeff,random,a,atemp);

When I tried to run the optimisation problem, an error occurs as:

Error using solvesdp (line 91)

Second argument (the objective function h) should be an sdpvar or logdet object (or empty).

My initial codes are:

x = sdpvar(10,1);

Constraints=[ x == 0:30:90];

Objective = @(vx)loadcalkxdays3opt(x,vx,tripnumwd,tripnumwe,energycon,capacity,chargingrate,chargingeff,random,a,atemp);

ops = sdpsettings( 'solver','Cplex');

sol = optimize(Constraints,Objective,ops);

My question is if this error is because my objective function is in m file, which is not compatible in Yalmip language?

Thank you very much for your help.

Cheers,

MY

[Johan Löfberg]

Nope, black-box optimization is not the intended use for YALMIP.

[mengyuli]

Thank you very much for your reply. Then if I still want to use the YALMIP, how can I change my code. 

My objective function is min (diff), where diff is defined from .m file as:

function diff=loadtotal(x)

[power1]=load(x,1); %load is the subfunction

[power2]=load(x,2);

[power3]=load(x,3);

diff=max(power1+power2+power3)-1000;

[Johan Löfberg]

if load does something complicated (i.e. general black-box function), you cannot use it

[mengyuli]

Thank you very much for your reply. Yes, I see. Then if constraints can be defined by the .m file in Yalmip?

[Johan Löfberg]

What constraint?

[mengyuli]

My objective function is min (diff), where diff is defined from .m file as:

function diff=loadtotal(x)

[power1]=load(x,1); %load is the subfunction

[power2]=load(x,2);

[power3]=load(x,3);

diff=max(power1+power2+power3)-1000;

If I reshape the problem as:

Objective = max(power1+power2+power3)-1000;

where Constraints=[power1==load(x,1)];

Constraints=[power2==load(x,2)];

Constraints=[power3==load(x,3)];

[Johan Löfberg]

As I said, if load is a complicated black-box funtion (involving if-else etc) it will not work

You probably mean ismember(x,0:30:90), otherwise you are saying that the vector x is fixed