Hello, I'm working on a problem that requires me to find the solution of a system subject to several inequalities so I decided to use fmincon to solve it.
One of the kinds of constraint is
x = min{c1, c2}
x is a variable part of a set of variables and c1 and c2 are dependent on the same set.
To implement this constraint I added the additional constraints:
x <= c1
x <= c2
x >= c1 + M*y1
x >= c2 + M*y2
y1 + y2 = 1
Where M is an adequately big number and y1 and y2 are additional binary variables (I know i could have used one, it seems to be working better with 2).
To impose y1 and y2 to be binary i used as lower bound 0 and as upper bound 1 in addition to the non linear condition mod([y1 y2],1) = [0 0].
Trying to figure out why it isn't working I tested it with the following code:
OPTIONS = optimoptions('fmincon','Algorithm','interior-point');
fmincon(obj,[0 0 0],A_en,B_en,Aeq,Beq,[0 0 0],[Inf 1 1],nonlcon,OPTIONS)
where con is
function [c, ceq] = con(x)
ceq = mod([x(2) x(3)],1);
I tried removing the non linear constraints too but the result never satisfies all the constraints.
Why shouldn't it work?
