Optimization with complicated constraints

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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!!

采纳的回答

Laura Proctor
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 = [];

更多回答(2 个)

the cyclist
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.

Yisroel
Yisroel 2011-12-15
Thanks a ton!
  1 个评论
the cyclist
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.

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