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How to solve optimization problems with constraints of differential equations constraints ?

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xin
xin 2024-8-30
回答： Sam Chak 2024-8-30
I want to use the fmincon function but I don't know how to write constraints with differential equations.

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Sam Chak
Sam Chak 2024-8-30
Hi @xin
This optimization problem in this example has the following:
  • a linear equality constraint,
  • three linear inequality constraints,
  • a nonlinear equality constraint, and
  • two nonlinear inequality constraints.
https://www.mathworks.com/help/optim/ug/how-to-use-all-types-of-constraints.html
Follow the example to correctly describe the constraints in your code. Start with a simple univariate problem before progressing to a multivariate problem.

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