How to define constraint in Optimization such that difference in value between two consecutive unknowns is not greater than 50%

x=optimvar('x',30,'Lower',0,'Upper',1);
Constraints.diffUB=diff(x)<=+0.5*x(1:end-1);
Constraints.diffLB=diff(x)>=-0.5*x(1:end-1);
p=prob2matrices({x},'Constraints',Constraints)
p = struct with fields:
    intcon: []
        lb: [30×1 double]
        ub: [30×1 double]
     Aineq: [58×30 double]
     bineq: [58×1 double]
       Aeq: []
       beq: []

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Ankur Shah 2021-10-6

I get your point, but i am not sure how to apply in code

for example if linear equalities are as below

x(1) -x(2) <= -1

-x(1) + x(2) <= 5

We define

A = [-1,-1;

-1,1];

b = [-1;5];

because above is 2 variables, it is easy to apply as follows

fun = @ps_example;

x = ga(fun,2,A,b)

How to apply the solution which you gave in coding ?

Matt J 2021-10-6

编辑：Matt J 2021-10-6

在 MATLAB Online 中打开

The code in my original answer generates the matrices for you. You can use them directly in the call to ga:

x=optimvar('x',30,'Lower',0,'Upper',1);
Constraints.diffUB=diff(x)<=+0.5*x(1:end-1);
Constraints.diffLB=diff(x)>=-0.5*x(1:end-1);
p=prob2matrices({x},'Constraints',Constraints);
x=ga(fun,30,p.Aineq,p.bineq,p.Aeq,p.beq,p.lb,p.ub);

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Answer 2

Bjorn Gustavsson 2021-10-6

0
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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1467726-how-to-define-constraint-in-optimization-such-that-difference-in-value-between-two-consecutive-unkno#answer_802501

在 MATLAB Online 中打开

Perhaps a constraint-function like this would get the job done (might be used with fmincon for example):

function [c,ceq] = your_con(x,a,b)
if nargin < 3
  b = 0.1;
end
if nargin < 2
  a = 1/2;
end
dx = diff(x);
c = 2*abs(dx)./(max(abs(x(1:end-1))+abs(x((2:end))),...
                    max(b,...
                        max(abs(x(1:end-1)),abs(x(2:end)))...
                        )...
                   ))-a;
ceq = [];