Optimisation of an objective function using integrals
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Hello,
I am having some trouble in optimizing an objective function which includes an integral. I've tried the optimization toolbox and 'fmincon' for a constrained nonlinear optimalisation but they don't seem to work when the objective function includes an integral. This is the code of the objective function that I want to maximize and the constraint. Does anyone know how to solve this or what's the best way to maximise this function?
Thanks in advance!
Kind regards
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syms x A B C
curve = piecewise(0<x<=0.5, A*x ...
,0.5<x<=1, B*(x^2) + C );
Surface = int(curve,0,1);
V0 = 1;
V = x*2*V0;
% Objective function, maximize for A, B and C
Obj_fun= 0.8*int(curve*(V^2),0,1) / (Surface*V0^2);
% Condition
X=int(x*curve,0,1)/Surface <= 0.7;
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