fmincon

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Ashley
Ashley 2011-7-18
评论: Matt J 2022-9-19
For a constrained nonlinear multivariable function f(x) subject to the constraints as follows: c(x)≤0; ceq(x)=0; A·x≤b; Aeq·x=beq; lb≤x≤ub The object function and nonlinear function can have other parameters besides x.And when call fmincon just use the function handle @ respectively,for example,x = fmincon(@(x)myfun(x,m,n),x0,A,b,Aeq,beq,lb,ub,@(a,b)mycon(a,b));
I want to learn if Aeq can also have other parameters such as p,q ,The name of the .m file is myAeq for example and call fmincon like this x = fmincon(myfun,x0,A,b,@(p,q)myAeq(p,q),beq,lb,ub,@mycon);

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Walter Roberson
Walter Roberson 2011-7-18
No. fmincon() says that A, b, Aeq, and beq must be matrices. Function handles are not allowed for them. Only the objective function and the nonlinear constraint function can be function handles.
  2 个评论
Ashley
Ashley 2011-7-18
Thanks for help!If so,how can the problem as I decribed be solved?Will the function fmincon uesful then?
Matt J
Matt J 2022-9-19
Linear constraints are a special case of nonlinear constraints, so you can include Aeq*x=b in your nonlinear constraint function, where you can implement them any way you wish. However, you should probably elaborate on why you don't think they should be expressed in matrix form.

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