Code efficiency in MATLAB

[Josh P]

Hello Johan

How to improve the efficiency of the following parts of the code? 

I mean, how to vectorize the code and get rid of some of the for loops?

Please find below part of my code (1 loop of the objectve function and 2 sets of constraints).

pru = sdpvar(ndg,g,w);

prd = sdpvar(ndg,g,w);

PDRU = sdpvar(ndr,1);

PDRD = sdpvar(ndr,1);

%Lambda_g is an input matrix

%Part of the Objective

Objective_pr = 0;

for i=1:ndg

for j=1:g

for k=1:w    

Objective_pr = Objective_pr + (pru(i,j,k) - prd(i,j,k))*Lambda_g(i,j);

end

end

end

%Constraint set 1&2

for i=1:ndg

for j=1:g

for k=1:w    

Constraints = [Constraints, 0 <= pru(i,j,k) <= 3]; 

Constraints = [Constraints, 0 <= prd(i,j,k) <= 3]; 

end

end

end

%Constraint set 3&4

for i=1:ndr

for j=1:w

Constraints = [Constraints, sum(pdru(i,:,j)) <= PDRU(i,1)]; 

Constraints = [Constraints, sum(pdrd(i,:,j)) <= PDRD(i,1)]; 

end

end

[Johan Löfberg]

a = repmat(Lambda_g,1,1,w);

Objective_pr  = sum((pru(:)-prd(:)).*a(:))

pru(:) <= 3

etc