A optimization problem with constraints
3 次查看(过去 30 天)
显示 更早的评论
Hi, I have a optimization problem. I used the function x = fmincon(fff,x0,A,b) to do optimize ; I have some constraints on x.
Moreover, I also want to make a constraint on an intermediate variable z inside the function fff. For example let z < 0. z is in an intermediate variable of fff and will change with x.
I think fmincon cannot make a constraint on the intermediate variable z , how can I do this? Use other function instead of fmincon?
0 个评论
采纳的回答
Walter Roberson
2015-6-25
function minx = minimizex
x0 = 1; %some guess
A = []; b = [];, Aeq = []; beq = []; lb = []; ub = [];
minx = fmincon(@(x) x, X0, A, b, Aeq, beq, lb, ub, @lastz);
end
function [c, ceq] = lastz(X)
timesteps = [.....] as appropriate
boundaryconditions = [....] as appropriate
zposition = 2; %which of the outputs is z?
%"x is parameter to the ode"
[T, Z] = ode45( @(t,y) YourFunction(t, y, x), timesteps, boundaryconditions);
z = Z(end,zposition);
c = z;
ceq = [];
end
更多回答(1 个)
Sean de Wolski
2015-6-24
You'll have to use a nonlinear constraint on x, i.e. it fails if z is outside of range.
4 个评论
Matt J
2015-6-24
编辑:Matt J
2015-6-24
The function fff is an ode function. X is the parameter of the ode, z is the result of the ode
If z is the "result of the ode" that means z is a function of time t (or some other variable). Is that correct? If so, at what times t do you want z(t)<=0 to be satisfied? If z(t)<=0 over some infinite or continuous range of t, then fmincon cannot handle that. You might have to look at fseminf.
If instead you're happy to satisfy z(t(i))<=0 at some finite set of sample times t(i), then simply return z(t(i)) from your nonlcon function.
另请参阅
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!