Setting linear constraints for fmincon,

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wasif
wasif 2024-9-3
编辑： Torsten 2024-9-3
I am setting the linear inequality constraints for my problem in fmincon.
My problem is min_(gamma,t) t s.t -t<=0; PS(gamma) - t <= 0; - PS(gamma) - t <= 0; i want to minimize t and my optimization variables are both t and gamma. gamma is comlex in nature so i am separating real and imaginary parts for fmincon in x_opt. A and B are not correct anyone can help ?
function [A, B] = linear_constraints(x_opt---)
real_gamma = x_opt(1:Nris+2); % Real part of gamma
imag_gamma = x_opt(Nris+3:length(x_opt)-1); % Imaginary part of gamma
gamma = real_gamma + 1i * imag_gamma; % Recombine gamma as complex vector
A = zeros(0, length(x_opt));
B = zeros(0, 1);
%% Constraint (a): -t <= 0
A_a = zeros(1, length(x_opt)); % Coefficients for all variables
A_a(end) = -1; % -t in the last column
B_a = 0; % Right-hand side of constraint
% Append to A and B
A = [A; A_a];
B = [B; B_a];
%% Constraint (b): PS(gamma) - t <= 0
% PS_term is a scalar real value based on gamma
PS_term = PS(gamma);
A_b = zeros(1, length(x_opt)); % Coefficients for all variables
%A_b(1:Nris+2) = (PS_term); % Include coefficients for gamma
A_b(end) = -1; % Coefficient for -t
B_b = -PS_term; % Right-hand side of constraint
% Append to A and B
A = [A; A_b];
B = [B; B_b];
%% Constraint (d): - PS(gamma) - t <= 0
PS_term_1 = -Ps(gamma)
A_d = zeros(1, length(x_opt));
%A_d(1:Nris+2) = ; % Coefficients for gamma
A_d(end) = -1; % Coefficient for -t
B_d = (TA_PS_term); % Right-hand side of constraint
% Append to A and B
A = [A; A_d];
B = [B; B_d];
end

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回答（1 个）

Torsten
Torsten 2024-9-3
编辑：Torsten 2024-9-3
If real(gamma) and imag(gamma) are vectors of optimization variables, the constraints
PS(gamma) - t <= 0;
- PS(gamma) - t <= 0;
are nonlinear constraints. You will have to define them in function "nonlcon".

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