fmincon lower bound interval
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I'm seeking for values 0 or more than 0.1 for example. How can I do this?
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You cannot specify a partially discrete constraint like "x(i)=0 or x(i)>=0.1" on your variables with fmincon.
To handle that with fmincon, you must run a separate fmincon optimization for every possible subset S of non-zero x(i) variables, constraining x(i)>=0.1 for 
and x(i)=0 for 
.
and x(i)=0 for .An alternative to doing a combinatoric optimization would be to introduce binary variables b(i) and impose the linear inequality constraints,
0<=x(i)
b(i)<=10*x(i)
x(i)<=ub(i)*b(i)
The only x(i)<0.1 which satisfies these constraints is x(i)=0. For this approach, however, you would need a solver that can handle binary-constrained variables, like intlinprog (if your objective and other constraints are linear) or ga.
3 个评论
Walter Roberson
2022-5-31
You could use ga and nonlinear constraints though. ga and patternsearch should be able to handle discontinuities
Milena Beneva
2022-5-31
You could use ga and nonlinear constraints though. ga and patternsearch should be able to handle discontinuities
I 'm less optimistic about that being successful. ga cannot do any prior analysis of nonlinear discontinuous constraints to determine how to distribute the initial population over discontinuous feasible regions.
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