How to express a constraint with fmincon

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John
John 2014-10-11
评论： John 2014-10-13
I want to use fmincon and i have this constraint:
0<x(1)<5
0<x(2)<5
0<x(3)<x(4)
0<x(4)<1
I use this syntax:
x0=[ 1 1 0.2 0.5];
lb=[0 0 0 0];
ub=[5 5 ? 1];
x=fmincon(fun,x0,[],[],[],[],lb,ub);
How can i express x(3)<x(4)?

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Matt J
Matt J 2014-10-12
编辑：Matt J 2014-10-12
Using linear inequalities
A=[0 0 1 -1];
b=0;
lb=[0 0 0 0];
ub=[5 5 inf 1];
x=fmincon(fun,x0,A,b,[],[],lb,ub);
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Matt J
Matt J 2014-10-12
编辑：Matt J 2014-10-12
No, I can't see how that would make the problem infeasible. What happened when you tried it?
John
John 2014-10-13
fmincon failed but i used patternsearch instead (with the same constraints) and it worked.

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