Optimization with complicated constraints
2 次查看(过去 30 天)
显示 更早的评论
First off, thank you for you time.
The question is, can Matlab solve optimization problems with complicated constraints in the form:
1/(1-exp(x-y+a)) - 1/(1-exp(y-x+b)) > 1
where a and b are constants.
If so how??
Thanks again!!
0 个评论
采纳的回答
Laura Proctor
2011-12-14
Yes, MATLAB can solve nonlinear optimization problems. Since it would be a lot to type everything out, this example nonlinear constrained minimization should take you step by step through the process.
The gist of the matter is that you will need to create a file that contains your nonlinear constraints - it will look something like this:
function [cin, ceq] = nlcon(x)
a = 2;
b = 2*a;
cin = 1 - 1/(1-exp(x(1)-x(2)+a)) + 1/(1-exp(x(2)-x(1)+b));
ceq = [];
0 个评论
更多回答(2 个)
the cyclist
2011-12-14
I believe that the fmincon() function http://www.mathworks.com/help/toolbox/optim/ug/fmincon.html in the Optimization Toolbox can do this.
0 个评论
Yisroel
2011-12-15
1 个评论
the cyclist
2011-12-15
As a "thanks", you might consider accepting whichever answer you found most helpful. This will help people seeking similar answers.
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!