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Variable reduction on constrained optimization techniques

  1. Oct 9, 2011 #1
    Hi all,

    I have this kind of optimization problem:

    Variable to control: A=A=[a1;a2;...;am]

    objective function to minimize: L=A*TL

    where
    L is a scalar
    T is a matrix [1,m]
    TL is a matrix [m,1]

    constrain:

    Dt>Dtv

    where:
    Dt=[dt1;dt2;...;dtn]
    Dtv=[dtv1;dtv2;...;dtvn] is a constant matrix calcuted from other analysis.

    dt1=a1*b11+a2*b12+...+am*b1m
    dt2=a1*b21+a2*b22+...+am*b2m
    dtn=a1*bn1+a2*bn2+...+am*bnm

    where
    B=[b11,b12,...,b1m;...;bn1,bn2,...,bnm] is the known matrix
    A=[a1;a2;...;am]

    since m is related to the test conditions, my aim is to reduce them. How can I find a subset of [a1;a2;...;am] that permits me to keep DT>DTV and in the meantime to not increase too much L? Any suggestion? Hopefully to have well explained my question, if no please tell me it.
    thanks
     
  2. jcsd
  3. Oct 12, 2011 #2
    Can't anyone help me? :(
     
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