fmincon function with two non-linear constraints

9 次查看（过去 30 天）
Ben
Ben 2014-12-18
评论： Ben 2014-12-21
hi all, I am trying to use the fmincon function to optimise a function with two non-linear constraints. The cost function is
for n = 1:N
e = e + (norm(x(:, n) - o - dot(x(:, n), a)*a) - r)^2
end
where x is 3 by N matrix, o and a are three-dimension vectors and r is a scalar.
There are two constraints used
dot(a, o) == 0
norm(a) == 1
Can I use fmincon with two non-linear equal constraints? I saw the constraint function should contain a equal and non-equal constraints. How can I write the constraint function for my case?
Thank you

请先登录，再回答此问题。

回答（1 个）

Matt J
Matt J 2014-12-18
编辑：Matt J 2014-12-18
Only one of your constraints is nonlinear. You could write it like so,
function [c,ceq]=nonlcon(a)
c=[];
ceq=norm(a)^2-1;
end
Your objective function is non-differentiable, however. You'll probably have to use instead
e = e + (norm(x(:, n) - o - dot(x(:, n), a)*a)^2 - r^2)^2
  3 个评论
显示 1更早的评论
Matt J
Matt J 2014-12-18
编辑：Matt J 2014-12-18
As I mentioned, you only have 1 nonlinear constraint. The other one is linear. Use the Aeq and beq inputs to specify that one.

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Nonlinear Optimization 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by