I need to code this function out; it’s subject to the following constraints.
e[k+1] = t*e[k+1] + eta_c*p_c[k] -p_d[k]/eta_c. (1)
p_c[k]*p_d[k] = 0
e[0] = 0
0<= p_c[k] <= P
0<= p_d[k] <= P
0<= e[k+1] <= E
Equation one may be written in compact form as:
e(p_c, p_d) = t*1^H*x0 + eta_c*A*p_c – A*p_d *eta_d
t=0.02, eta_c =0.8, eta_d =0.9, P =10, E = 20, H=24, k = 1:24, x0 = e[1]
A = lower diagonal matrix of size H by H.
p_c and p_d are any sequence of number of length H. They can be column vectors
Thanks a lot. Here are my attempts. The constraints are not obeyed in the results
N = 1;
T =24;
P = 10
E = 20
dt = 1 #
eta_c = 0.8
eta_d = 0.9
e0 = 0.95* E
t = 0.02
p_c = np.linspace(0, P, T, endpoint=True)
p_d = np.linspace(0, P, T, endpoint=False)
A = np.tri(T) # lower trinagular matrix
II = np.ones(T)
e = cp.Variable((T,N))
e = t*II*x0 + eta_c*A@p_c - A@p_d/eta_d
e[0] = e0
# use a for loop to define the unit constriant over each time period
const = []
for k in range(T-1): # go through each period
# const.append(x[0] == e0)
#e[k+1] = t*x[k] + eta_c*p_c[k] - p_d[k]/eta_d
p_c[k]*p_d[k] == 0
p_c[k] >= 0
p_c[k] <= P
p_d[k] >= 0
p_d[k] <= P
e[k+1] >= 0
e[k+1] <= E
N = 1;
T =24;
P = 10
E = 20
dt = 1 #
eta_c = 0.8
eta_d = 0.9
e0 = 0.95* E
t = 0.02
p_c = np.linspace(0, P, T, endpoint=True)
p_d = np.linspace(0, P, T, endpoint=False)
A = np.tri(T) # lower trinagular matrix
II = np.ones(T)
e = cp.Variable((T,N))
e = t*II*x0 + eta_c*A@p_c - A@p_d/eta_d
e[0] = e0
# use a for loop to define the unit constriant over each time period
const = []
for k in range(T-1): # go through each period
# const.append(x[0] == e0)
#e[k+1] = t*x[k] + eta_c*p_c[k] - p_d[k]/eta_d
p_c[k]*p_d[k] == 0
p_c[k] >= 0
p_c[k] <= P
p_d[k] >= 0
p_d[k] <= P
e[k+1] >= 0
e[k+1] <= E
Error:
No error, but the code isn't doing its job, the value of e does not satisfy the conditions
e = 0.9058
-1.4707
-2.4892
3.1803
-1.4966
-3.8782
-0.2953
2.1146
3.8051
0.4944
7.4861
-9.7195
-15.8602
-8.3353
9.6608
-31.9699
1.9543
-8.6885
-39.9836
10.8077
11.4135
10.6851
-8.5794
-1.9008
That code is poorly formatted (no indentation) and I don't really know what you're trying to do, but you have a load of expressions on lines 25-31 that you do nothing with. They're evaluated and then just thrown away. The for loop beginning on line 21 then doesn't actually do anything.