formulate max and min in the same linear programing in matlab - matlab

I am programing a "customer satisfaction" model which I should use max and min in one linear programing. How can I do that? I have this Idea to use max term as a "subtraction" so it's get minimize in the code line; am I doing right?
I have another question too, how can I formulate a sigma such as picture in matlab whithout getting error?
as you seem we have Qst and Xst but three sigma (s, r and t), I wonder if my model has problem and I don't know how program this.
can you help me please?

I don't quite understand what you are describing in your first question, but you can calculate your MinZ1 using nested loops:
s = randi(5);
r = randi(5);
t = randi(5);
Q = rand([s,r]);
X = rand([s,t]);
L = rand([r,s,t]);
M = rand([r,s,t]);
C = rand([s,r]);
S = rand(1);
P = rand(1);
R = rand(1);
MinZ1 = 0;
for si = 1:s
for ri = 1:r
for ti = 1:t
MinZ1 = MinZ1 + Q(si,ri)*X(si,ti);
end
end
end
for si = 1:s
for ri = 1:r
for ti = 1:t
MinZ1 = MinZ1 + S*L(ri,si,ti)*(P*M(ri,si,ti)+R*C(si,ri));
end
end
end
end
disp(MinZ1)
If you don't like nested loops, you can achieve the same result by generating all indices combinations and passing the result to the sum function.
[si,ri,ti] = ndgrid(1:s,1:r,1:t);
MinZ1 = sum(Q(sub2ind(size(Q),si,ri)).*X(sub2ind(size(X),si,ti)),'all') + sum(S.*L(sub2ind(size(L),ri,si,ti)).*(P.*M(sub2ind(size(M),ri,si,ti))+R.*C(sub2ind(size(C),si,ri))),'all');

Related

Arnoldi algorithm in Matlab

function [V,H] = Arnoldi(A,v,m)
[n,~] = size(A);
V = zeros(n,m+1);
H = zeros(n,n);
V(:,1) = v/norm(v);
for k = 2:m
V(:,k) = A*V(:,k-1);
for j = 1:(k-1);
H(j,k-1) = V(:,j).'*V(:,k);
V(:,k) = V(:,k)- H(j,k-1)*V(:,j);
end
H(k,k-1) = norm(V(:,k));
V(:,k) = V(:,k)/H(k,k-1);
end
end
This is my implementation of the Arnoldi algorithm. We already used wikipedia but did not find an answer there.
A is a square matrix, v is our starting vector and m is the number of iterations/ dimension of Krylov subspace. It does not give the wanted Hessian H and we can not figure out where we go wrong. Can anybody help us?

Parallel computing with parfor in Matlab

I am trying to use a parallel loop in Matlab. A simplified code is as follows:
M = 10;
N = 10;
K = 10;
A = zeros(M,N,K);
parfor m = 1:M
for n = 1:N
A(m,n,1) = m;
for k = 2:K
A(m,n,k) = A(m,n,k-1)+randn(1);
end
end
end
It can not run successfully and Matlab tells me "Valid indices for 'A' are restricted in PARFOR loops". Hope someone know how to fix this. Thanks a lot!

How can I vectorize slow code in MATLAB to increase peformance?

How can I vectorize this code? At the moment it runs so slow. I'm really stuck and I've spent the last couple of hours trying to vectorize it, however I can't seem to get it to work correctly.
My naive program below works incredibly slowly. N should really be 10,000 but the program is struggling with N = 100. Any advice would be appreciated.
The code wants to iterate through the functions given N times for each value w21. It then plots the last 200 values for each value of w21. The code below does work as expected in terms of the plot but as mentioned is far to slow since for a good plot the values need to be in the thousands.
hold on
% Number of iterations
N = 100;
x = 1;
y = 1;
z = 1;
for w21 = linspace(-12,-3,N)
for i = 1:N-1
y = y_iterate(x,z,w21);
z = z_iterate(y);
x = x_iterate(y);
if i >= (N - 200)
p = plot(w21,x,'.k','MarkerSize',3);
end
end
end
Required functions:
function val = x_iterate(y)
val = -3 + 8.*(1 ./ (1 + exp(-y)));
end
function val = z_iterate(y)
val = -7 + 8.*(1 ./ (1 + exp(-y)));
end
function val = y_iterate(x,z,w21)
val = 4 + w21.*(1 ./ (1 + exp(-x))) + 6.*(1 ./ (1 + exp(-z)));
end
I believe it's because of plot. Try:
[X,Y,Z] = deal( zeros(N,N-1) );
w21 = linspace(-12,-3,N);
for i = 1:N
for j = 1:N-1
y = y_iterate(x,z,w21(i));
z = z_iterate(y);
x = x_iterate(y);
X(i,j) = x;
Y(i,j) = y;
Z(i,j) = z;
end
end
nn = max(1,N-200);
plot(w21,X(nn:end,:),'.k')

"Variable in a parfor cannot be classified" MATLAB

I am trying to convert my code over to run with parfor, since as it is it takes a long time to run on its own. However I keep getting this error. I have search around on the website and have read people with similar problems, but none of those answers seem to fix my problem. This is my code:
r = 5;
Mu = 12.57e-9;
Nu = 12e6;
I = 1.8;
const = pi*Nu*Mu*r*I;
a = 55;
b = 69;
c = 206;
[m,n,p] = size(Lesion_Visible);
A = zeros(m,n,p);
parpool(2)
syms k
parfor J = 1:m
for I = 1:n
for K = 1:p
if Lesion_Visible(J,I,K) ~= 0
Theta = atand((J-b)/(I-a));
Rho = abs((I-a)/cosd(Theta))*0.05;
Z = abs(c-K)*0.05;
E = vpa(const*int(abs(besselj(0,Rho*k)*exp(-Z*k)*besselj(0,r*k)),0,20),5);
A (J,I,K) = E;
end
end
end
end
I'm trying to calculate the electric field in specific position on an array and matlab give me the error "The variable A in a parfor cannot be classified". I need help. Thanks.
As classification of variables in parfor loop is not permitted, you should try to save the output of each loop in a variable & then save the final output into the desired variable, A in your case!
This should do the job-
parfor J = 1:m
B=zeros(n,p); %create a padding matrix of two dimension
for I = 1:n
C=zeros(p); %create a padding matrix of one dimension
for K = 1:p
if Lesion_Visible(J,I,K) ~= 0
Theta = atand((J-b)./(I-a));
Rho = abs((I-a)./cosd(Theta))*0.05;
Z = abs(c-K).*0.05;
E = vpa(const.*int(abs(besselj(0,Rho.*k).*exp(-Z.*k).*besselj(0,r.*k)),0,20),5);
C(K) = E; %save output of innnermost loop to the padded matrix C
end
end
B(I,:)=C; % save the output to dim1 I of matrix B
end
A(J,:,:)=B; save the output to dim1 J of final matrix A
end
Go through the following for better understanding-
http://www.mathworks.com/help/distcomp/classification-of-variables-in-parfor-loops.html
http://in.mathworks.com/help/distcomp/sliced-variable.html

Matlab code for Gauss-Seidel and Successive over relaxation iterative methods

I need to code the Gauss Seidel and Successive over relaxation iterative methods in Matlab. I have created the below code for each of them, however my final solution vector does not return the correct answers and i'm really struggling to figure out why. Could anyone please help me?
In both cases, x is the final solution vector and i returns the number of iterations.
Thanks in advance
Gauss Seidel Method:
function [x,i] = gaussSeidel(A,b,x0,tol)
x2 = x0;
count = 0;
D = diag(diag(A));
U = triu(A-D);
disp(U);
L = tril(A-D);
disp(L);
C = diag(diag(A));
disp(C);
Inv = inv(C+D);
error = inf;
while error>tol
x1 = x2;
x2 = Inv*(b-(U*x1));
error = max(abs(x2-x1)/abs(x1));
count = count + 1;
end
x = x2;
i = count;
end
SOR Method:
function [x,i] = sor(A,b,x0,tol,omega)
[m,n] = size(A);
D = diag(diag(A));
U = triu(A-D);
L = tril(A-D);
count = 1;
xtable = x0;
w = omega;
if size(b) ~= size(x0)
error('The given approximation vector does not match the x vector size');
elseif m~=n
error('The given coefficient matrix is not a square');
else
xnew = (inv(D+w*L))*(((1-w)*D-w*U)*x0 +w*b);
RelError = (abs(xnew-x0))/(abs(xnew));
RelErrorCol = max(max(RelError));
while RelErrorCol>tol
xnew = (inv(D+w*L))*(((1-w)*D-w*U)*x0 +w*b);
RelError = (abs(xnew-x0))/(abs(xnew));
RelErrorCol = max(max(RelError));
x0 = xnew;
count = count+1;
xtable = [xtable, xnew];
end
disp(xtable);
x = xnew;
i = count;
end
Gauss-Seidel: Your line that describes C is wrong. Actually it shouldn't be there. Also for the Inv line, it should be inv(D+L), not inv(C+D).
As for the SOR method, in hindsight it seems right. To double check, compare with this method:
http://www.netlib.org/templates/matlab/sor.m. This method relies on http://www.netlib.org/templates/matlab/split.m
Edit: April 4, 2014 - Also check: https://www.dropbox.com/s/p9wlzi9x9evqj5k/MTH719W2013_Assn4_Part1.pdf?dl=1 . I taught a course on Applied Linear Algebra and have MATLAB code that implements Gauss-Seidel and SOR. Check slides 12-20 for the theory and how to implement Gauss-Seidel and slides 35-37 for the SOR method.
Let me know how it goes.