18 lines
715 B
Matlab
18 lines
715 B
Matlab
function [x_opt] = Numerical_opt(lambda,B,c_f,c_delta)
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% Numerical optimization
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% x_opt are the optimal hit probabilities
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N = length(lambda); % Number of variables
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h_init = ones(N, 1) * B / N; % Initial guess for h_i, evenly distributed
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x_init=h_init;
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objective1 = @(x) sum(lambda .*( (1-x)*c_f+x.^2*c_delta/2)); % Objective function
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constraint1 = @(x) sum(x) - B; % cache size constraint
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% constraint on hit prob. 0<=h_i<=1
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nonlcon1 = @(x) deal(constraint1(x), []); %
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lb = zeros(N, 1); % Lower bounds
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ub = ones(N, 1); % Upper bounds
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options = optimoptions('fmincon', 'Display', 'iter', 'Algorithm', 'sqp');
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[x_opt, fval_h] = fmincon(objective1, x_init, [], [], [], [], lb, ub, nonlcon1, options);
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end
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