Can symbolic tool box transfer max(f(x), y) into symbolic variable?

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Tao
Tao 2015-5-25
评论： Walter Roberson 2015-5-26
I was using fmincon for nonlinear optimization, but When I tried to use MATLAB symbolic toolbox to provide joccobian of my constraint function, MATLAB showed terminated saying the symbolic toolbox cannot transfer function max(f(x), 0). In my constraint function, I called a function handle, and in that function there is max(f(x), 0). I used max(f(x), 0) in order to increase the robustness of my code, otherwise there is a high chance that MATLAB will terminate due to the complex number generated by my constraint function, which is wrong. I have no idea how to deal with the problem between symbolic toolbox and max(f(x),0), if anyone of you have solution I would be very grateful.

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回答（1 个）

Walter Roberson
Walter Roberson 2015-5-26
I suggest experimenting with a piecewise(), which you can generate inside the symbolic engine by using
min0 = evalin(symengine, 'x -> piecewise(x<0, 0, x)');
then min0(f(x)).
If that doesn't work, then Heaviside it:
syms min0(x)
min0(x) = x*Heaviside(x);
then min0(f(x))
  2 个评论
Tao
Tao 2015-5-26
Thank you Walter, I tried the Heaviside function, and it works but too slow. Since in my main file which I run fmincon, I need to change a variable value in both my objective and constraint function, which means every time I have to recalculate the symbolic gradient and Jaccobian once this variable value is changed. Could you give me any suggestion how to avoid calculating symbolic radient and Jaccobian every time?

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