Need a help to formulate an optimization problem?
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I need help in formulating an optimisation problem which is briefed here.
alpha and beta are weighting parameters and scalars (0.1 and 100 soemthing like this)
Decision variable :
where,
Since is hidden and not at all visible in the optimisation function, I am struggling to set the constraints and formulating them.
I need a first hand advice to build the algorithm, (actually "where to start with") and some other examples that I should refer, so I can get an idea how to formulate the problem.
I went through the examples given in MATLAB, and I think they are not that much advanced enough.
Thanks.
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