fmincon: proble defining the function

13 次查看（过去 30 天）
Vittoria Iannotta
评论： Vittoria Iannotta 2023-3-10
Hi, I am trying to solve a non linear constrained optimization. I report the few lines of code below:
%Here are the functions I use to define the objective function and the constraints
function Objective = definefunction(x)
comp1 = double(rand(180,3))
X = reshape(x,3,3);
comp2 = comp1*X;
comp3 = comp2(1:end, 3);
Objective = 0.5*comp3'*comp3/size(comp3,1);
end
function [c,ceq] = constraints(x)
Betas= rand(1,3)
c = [];
ceq(1) = x(1)^2 + x(4)^2 + x(7)^2;
ceq(2) = x(2)^2 + x(5)^2 + x(8)^2;
ceq(3) = x(3)^2 + x(6)^2 + x(9)^2;
ceq(4) = x(1)*x(2) + x(4)*x(5) + x(7)*x(8);
ceq(5) = x(1)*x(3) + x(4)*x(6) + x(7)*x(9);
ceq(6) = x(2)*x(3) + x(5)*x(6) + x(8)*x(9);
ceq(7) = x(4)*Betas(1,1) + x(5)*Betas(1,2) + x(6)*Betas(1,3);
ceq(8) = x(7)*Betas(1,1) + x(8)*Betas(1,2) + x(9)*Betas(1,3) ;
end
% define the objective function
f=definefunction(x);
% define constraints
nonlcon = @constraints;
% other inputs to the fmincon function
A = []; % No other constraints
b = [];
Aeq = [];
beq = [];
lb = [1., 1., 1., 0., 0., 0., 0., 0., .0];
ub = [1., 1., 1., 0., 0., 0., 0., .0, .0];
x0 = [0., 0., 0., 0., 0., 0., 0., .0, .0];
%implement
x = fmincon(f,x0,A,b,Aeq,beq,lb,ub,nonlcon)

请先登录，再回答此问题。

采纳的回答

Torsten
Torsten 2023-3-9
编辑：Torsten 2023-3-9
f = @definefunction;
instead of
f=definefunction(x);
And you cannot use random inputs on each call - thus
comp1 = double(rand(180,3))
and
Betas= rand(1,3)
within definefunction and nonlcon is not allowed because "fmincon" is a deterministic solver.
And the constraints
ceq(1) = x(1)^2 + x(4)^2 + x(7)^2;
ceq(2) = x(2)^2 + x(5)^2 + x(8)^2;
ceq(3) = x(3)^2 + x(6)^2 + x(9)^2;
immediately yield x(1) = x(2) = ... = x(9) = 0.
Maybe you could explain in your own words what problem you are trying to solve. It cannot be deduced from the code you provided.
  2 个评论
Walter Roberson
Walter Roberson 2023-3-9
Same with the betas in the constraints. The only routine that might work with stochastic systems is patternsearch (at least until you get into stochastic differential equations.)
Vittoria Iannotta
Vittoria Iannotta 2023-3-10
Thanks for the hints, I will try and come back. ok sorry for the rand(). I did it because in the routine I would have actual values coming from a regression, I did not want to overload the example. But you are right that written like this does not make sense.

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Write Constraints 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