Preallocation within an optimization loop
1 view (last 30 days)
Show older comments
Hi everyone,
Bear with me, since I am new to Matlab. But I am doing some monte carlo analysis of an (economic) optimization problem. Which looks as follows:
runs = 1000;
nsamples = 1:runs;
for i = 1:length(nsamples)
% Distributions
price_B = random(dist_price_B);
yield_B = random(dist_yield_B);
seedc_B = random(dist_seedc_B);
fertc_B = random(dist_fertc_B);
herbc_B = random(dist_herbc_B);
prot_cont_B = random(dist_prot_cont_B);
yield_CD = random(dist_yield_CD);
% Intermediates profit function
benefitkg_B = price_B + nit_fix_B;
benefitha_B = yield_B * benefitkg_B + subs_B;
costha_B = seedc_B + fertc_B + herbc_B;
benefitl_CD = price_CD;
benefitha_CD = yield_CD * density_C * benefitl_CD;
benefitkg_CM = price_CM;
benefitha_CM = yield_CM * density_C * benefitkg_CM;
benefitha_C = benefitha_CD + benefitha_CM;
costcow_C = initialc_C + feedc_C + operatc_C;
costha_C = costcow_C * density_C;
% Intermediates protein supply
prot_supply_B = yield_B * prot_cont_B;
prot_supply_C = density_C * (yield_CD * prot_cont_CD + yield_CM * prot_cont_CM);
prot_supply = @(x)(x(1) * prot_supply_B + x(2) * prot_supply_C);
% Profit function, minimizing this is the objective.
Total_Profit = @(x)(-1 * (x(1) * (benefitha_B - costha_B) + x(2) * (benefitha_C - costha_C)));
% Inputs for fmincon.
Guess = [1 0];
LB = [0, 0];
UB = [1, 1];
A = [-prot_supply_B, -prot_supply_C]; % A*x <= b --> protein_supply >= protein_demand --> -protein_supply <= -protein_demand
b = -1000; % -(x(1) * prot_supply_B + x(2) * prot_supply_C) <= b
Aeq = [1, 1]; % x(1) + x(2) = 1
beq = 1;
% Minimization
xopt (i, :) = fmincon(Total_Profit,Guess,A,b,Aeq,beq,LB,UB,[],options);
% Create the value for total profit over the years and plot
Total_Private_Profit (i, :) = - Total_Profit (xopt);
The code runs perfectly and gives me the output I need (I left the plotting of histograms and other non-important stuff out).
A warning tells me to pre-allocate both 'xopt' and 'Total_Private_Profit' to save time. But as I am trying to do so, the outcomes change and become unreasonable.
My question is therefore: How should I preallocate 'xopt' and 'Total_Private_Profit' properly without screwing the outcomes?
Thank you in advance.
Barend
0 Comments
Accepted Answer
Matt J
on 24 Nov 2020
Edited: Matt J
on 24 Nov 2020
xopt=nan(runs,2); %Pre-allocate
Total_Private_Profit=nan(runs,2); %Pre-allocate
for i = 1:length(nsamples)
...
xopt(i, :) = fmincon(Total_Profit,Guess,A,b,Aeq,beq,LB,UB,[],options);
% Create the value for total profit over the years and plot
Total_Private_Profit(i, :) = -Total_Profit (xopt);
end
3 Comments
More Answers (0)
See Also
Categories
Find more on Develop Apps Using App Designer in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!