how to use fmincon in a loop

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Cong 2014-2-7

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https://ww2.mathworks.cn/matlabcentral/answers/115290-how-to-use-fmincon-in-a-loop

评论： Amit 2014-2-10

I have 5 unknown parameters but only 4 equations, but each parameter has an interval, so I prefer to use fmincon. For example, these are 4 equations:

2*x(3) + x(5) + 5*x(1) - 1=0;
x7*(4) + 3*x(3) + x(2) - 10=0;
x(3) + 2*x(5) + 5*x(1) - 3=0; 
3*x(4) + 9*x(5) + x(2) - 10=0;

My idea is like this:

for x(1)=0.1:0.1:1
fmincon(@myfun, x0,[]...)
end

But I do not know how to let x(1) be changed in the loop.

Thank you for any suggestions in advance.

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Amit 2014-2-8

3*x(4) + 9*x(6) + x(2) - 10=0;

is this correct? x(6)? I thought you had only 5 parameters?

Cong 2014-2-8

Sorry, I just correct my mistake. You are right, only 5 parameters. This is just an example.

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采纳的回答

Amit 2014-2-8

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在 MATLAB Online 中打开

A = [5 0 2 0 1;
   0 1 3 7 0;
   5 0 1 0 2;
   0 1 0 3 9];
b = [-1;-10;-3;-10];
FF = @(x) norm(A*x+b);
xx = fmincon(FF,rand(5,1),[],[],[],[],zeros(5,1),ones(5,1))

Hi Amit, the equations that I posted are not my real problem which are more complex and non-linear. Here I just want to get an idea how to vary my x(5) while using 'fmincon'. I figure out that it is a problem of using anonymous function. Here is a simple example, but note that some contents are not provided.

for p=1:10  
    i=i+1;
x(i,:) = fmincon(@(X) myfun(X,p), x0, [], [], [], [], ...
    [], [], [],  options);
end

Thank you for the time.

Amit 2014-2-10

what is i there?

In a way, lets say you're trying to vary x(5) only, you can do it two way.

set the upper and lower bounds for x(5) as value-eps and value + eps, this will contain the value of x(5) within the range.
For you objective function, use only 4 input variable and pass the value of x(5) as a scalar as in fmincon(@(x) myfun(x,x5val). In this scenario, you'll have to write the function accordingly.

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