Nonlinear optimization not working

Question

userpv 2022-10-7

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1819790-nonlinear-optimization-not-working

评论： userpv 2022-10-7

采纳的回答： Torsten

Hi, I'm trying to solve the below:

min 25x+37y+48z

s.t.

z−0.25x∧2+0.1y∧2+0.01xy>=10,000

x,y,z>=200

y>=2z

So far, I have a function file:

function [c,ceq] = myfunction(x)

c(1) = z - 0.25*(x)^2 + 0.1*(y^2) + 0.01*x*y - 10000;

c(2) = x^2 - 200;

c(3) = y^2 - 200;

c(4) = z^2 - 200;

c(5) = y - 2*z;

ceq = [];

end

In the main file I have:

clc

clear

x=0;

y=0;

z=0;

fun = 25*x + 37*y + 48*z;

nonlcon=@myfunction;

x0 = [0,0,0];

A = []; % No other constraints

b = [];

Aeq = [];

beq = [];

lb = [];

ub = [];

fvalue = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)

I'm getting the below errors:

Error using optimfcnchk

FUN must be a function, a valid character vector expression, or an inline

function object.

Error in fmincon (line 430)

funfcn = optimfcnchk(FUN,'fmincon',length(varargin),funValCheck,flags.grad,flags.hess,false,Algorithm);

Error in HW6_4 (line 15)

fvalue = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)

Can anyone advise on how to resolve this?

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Answer 1

Torsten 2022-10-7

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1819790-nonlinear-optimization-not-working#answer_1069100

编辑：Torsten 2022-10-7

在 MATLAB Online 中打开

fun = @(x,y,z) 25*x + 37*y + 48*z;
x0 = [0,0,0];
A = [0 -1 2]; 
b = [0];
Aeq = [];
beq = [];
lb = [200 200 200];
ub = [Inf Inf Inf];
fvalue = fmincon(@(x)fun(x(1),x(2),x(3)),x0,A,b,Aeq,beq,lb,ub,@(x)myfunction(x(1),x(2),x(3)))
Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.
fvalue = 1×3
  200.0000  435.0843  200.0000
function [c,ceq] = myfunction(x,y,z)
  c(1) =-( z - 0.25*x^2 + 0.1*y^2 + 0.01*x*y - 10000);
  ceq = [];
end