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Is an analytic optimization solution possible?

Posted 4 years ago

Is an analytic solution possible for this problem: find an expression for maximum of p subject to constraints f=0, g=0, h=0? The feasible range is: T1, T2, R, Rthhot, Rthcold, and Z>0.

I know how to solve it using either FindMaximum or Langrage multiplier if I assign numerical values to T1, T2, R, Rthhot, Rthcold, and Z. I'd like to know if it's possible to find an analytic solution if I leave T1, T2, R, Rthhot, Rthcold and Z as parameters.

p[X_, Y_, Rload_, Rth_, S_] := S^2*(X - Y)^2*Rload/(R + Rload)^2;

f[X_, Y_, Rload_, Rth_, S_] := -(T1 - X)/Rthhot + (X - Y)/Rth + S^2*X*(X - Y)/(R + Rload) - 
0.5*S^2*Rload*(X - Y)^2/(R + Rload)^2;

g[X_, Y_, Rload_, Rth_, S_] := (Y - T2)/Rthcold - (X - Y)/Rth - S^2*Y*(X - Y)/(R + Rload) - 
0.5*S^2*Rload*(X - Y)^2/(R + Rload)^2;

h[X_, Y_, Rload_, Rth_, S_] := S^2*Rth/R - Z;
POSTED BY: H Li
3 Replies

@Frank Kampas posted some code years ago that may help you.

Regards.

POSTED BY: Neil Singer
Posted 3 years ago
POSTED BY: Updating Name

This may be a start:

jacobian = D[{p[X, Y, Rload, Rth, S], f[X, Y, Rload, Rth, S],
    g[X, Y, Rload, Rth, S], h[X, Y, Rload, Rth, S]},
   {{X, Y, Rload, Rth, S}}];
eqs = Minors[jacobian, 4] // First // Simplify
sol34 = Solve[
   eqs[[3]] == 0 && eqs[[4]] == 0 &&
    S != 0 && Rth != 0 && 
    Rload != 0] // FullSimplify
Simplify[eqs /. sol34]
fgh = FullSimplify[{f[X, Y, Rload, Rth, S], g[X, Y, Rload, Rth, S],
     h[X, Y, Rload, Rth, S]} /. sol34];
Solve[fgh[[1]] == 0]
Solve[fgh[[2]] == 0]
POSTED BY: Gianluca Gorni
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