How does fmincon relate array parameters to constraints?

Question

Glen 2014-7-10

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https://ww2.mathworks.cn/matlabcentral/answers/141333-how-does-fmincon-relate-array-parameters-to-constraints

评论： Ben11 2014-7-11

Hi-

I'm trying to use fmincon to minimize a function that takes an array input. I need to enforce a constraint on the values of the array such that if the array looks like:

[ a1 a2 a3 a4 a5; b1 b2 b3 b4 b5; c1 c2 c3 c4 c5]

then

c*a1 + a2 + d*a3 < ub1
c*a2 + a3 + d*a4 < ub1

and so on, and similarly,

c*b1 + b2 + d*b3 < ub2
c*b2 + b3 + d*b4 < ub2

My problem is that although it is clear that internally fmincon flattens the array, I can't figure out the order in which the flattening occurs, and hence I don't know how to shape the constraint matrix A. So, internally, does fmincon flatten my array as

[a1 a2 a3 a4 a5 b1 b2 b3 b4 b5 c1 c2 c3 c4 c5]

or

[a1 b1 c1 a2 b2 c2 a3 b3 c3 a4 b4 c4 a5 b5 c5]?

I know I could flatten the array before passing it to fmincon but that would require an enormous amount of rewriting of the objective function, which is seriously nontrivial.