Non linear Optimization problem.
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Dear all,
I have a problem where 4 parameters (A,B,C,D) feed into 5 nonlinear inequalities.
I would like to minimize the product of those parameters (A*B*C*D).
Could I have any more insight (useful link or so)?
Thanks
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Alan Weiss
2015-7-23
As the Optimization Decision Table shows, fmincon is the correct solver to use for this problem. As the documentation shows, you should put your parameters A, B, C, and D into a vector x, so
A = x(1);
B = x(2);
C = x(3);
D = x(4);
Write your nonlinear inequality constraints in the form specified in Nonlinear Constraints. For a simple example, see this example.
Alan Weiss
MATLAB mathematical toolbox documentation
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