nonlinear optimization with dynamic constraints
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Hi all
Is it possible to assign a dynamic set of constraints when using an optimization routine such as fmincon? Specifically I am trying to solve a problem with 3 variables and I'd like to have the bounds on the last variable depend on the sign of the first variable.
edit: the bounds on the third variable are set in advance (bound_pos & bound_neg).
Cheers
Jakob
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Alan Weiss
2014-3-10
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While you can program anything you like into a nonlinear constraint function, I recommend that you solve the problem twice, one with bounds set assuming that x(1) is positive, the other assuming that x(1) is negative. Then examine your solutions and take the one that is consistent with your assumption.
Alan Weiss
MATLAB mathematical toolbox documentation
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