How to choose one between two constraint conditions

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clear;clc;
x = optimvar('x',1,1,'LowerBound',0)
prob=optimproblem;
prob.Constraints.con1=x<=10 or prob.Constraints.con1=x^2<=10
[sol,faval,exit]=solve(prob,'Solver','ga')
  1 个评论
ocean
ocean 2024-5-8
Have you ever encountered the same problem? I have been troubled by this problem many times

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采纳的回答

Matt J
Matt J 2024-5-8
编辑:Matt J 2024-5-9
Considering Walter's answer, your example may not have captured your real question. If you really do have a feasible set of the form region A or region B, where A and B are disjoint in the space of x, such as in this modified example,
clear;clc;
x = optimvar('x',1,'Lower',0);
prob=optimproblem;
prob.Constraints.con = (x<=1 | x>=5)
[sol,faval,exit]=solve(prob,'Solver',_____)
you normally have to deal with such situations by solving the optimization twice, once over A and once over B, and selecting the better of the two results. This is because local optimization solvers like fmincon can generally only search incrementally over a contiguous feasible set.
In the case of global, non-derivative-based solvers like 'ga', you might, however, be able to get away with the following,
prob.Constraints.con = fnc2optimexpr( @(z) min(z-1, 5-z) ,x)<=0;
  7 个评论
Matt J
Matt J 2024-5-9
编辑:Matt J 2024-5-9
xb=[10 6; 10 4];
yb=[15 3;15 2];
x = optimvar('x',2,2);
y=optimvar('y',2,2);
prob=optimproblem('Objective',sum(x.^2+y.^2,'all'));
prob.Constraints.con=fcn2optimexpr( @(x,y) min(xb-x,yb-y) , x,y )<=0;
soltemp=solve(prob,'Solver','ga');
Solving problem using ga. Optimization finished: average change in the fitness value less than options.FunctionTolerance and constraint violation is less than options.ConstraintTolerance.
[sol,faval,exit]=solve(prob,soltemp,'Solver','fmincon');
Solving problem using fmincon. 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.
sol.x,
ans = 2x2
10.0000 -0.0000 10.0000 0.0000
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sol.y
ans = 2x2
-0.0000 3.0000 0.0000 2.0000
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ocean
ocean 2024-5-10
unbelivable! yes it's a very good solution for this problem

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更多回答(1 个)

Walter Roberson
Walter Roberson 2024-5-8
prob.Constraints.con1=x<=10 or prob.Constraints.con1=x^2<=10
You have a lower bound of 0 on x. Under the conditions, x^2<=10 is the more restrictive condition, so just use
prob.Constraints.con1=x<=sqrt(10)

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