fixiing a component of input vector in fmincon

Question

Saber 2015-3-11

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https://ww2.mathworks.cn/matlabcentral/answers/182685-fixiing-a-component-of-input-vector-in-fmincon

评论： Saber 2015-3-12

采纳的回答： Brendan Hamm

在 MATLAB Online 中打开

Hi all,

I am using fmincon to optimize a nonlinear program as:

     fun = @(x)obj_fun(x);
     [w,fval] = fmincon(fun,w0,[],[],[],[],lb,ub,[],options);

I would like to know if there is possible to fix a component of x ?

let's assume x is in R^4 and the third component is fixed to 1. something like this:

x = (x1,x2,1,x3,x4)

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Answer 1

Brendan Hamm 2015-3-11

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https://ww2.mathworks.cn/matlabcentral/answers/182685-fixiing-a-component-of-input-vector-in-fmincon#answer_170996

在 MATLAB Online 中打开

There are multiple options for this (one is to simply fix it within your objective function). The other is to use your equality constraint of the form Aeq*x=beq. Set:

Aeq = [0 0 1 0 0];
beq = 1;
[w,fval] = fmincon(fun,w0,[],[],Aeq,beq,lb,ub,[],options);

The actual constraints are allowed to be violated within a specified tolerance. See the options for fmincon if you would like to control the tolerance.