fmincon: objfun and nonlinear constraint subproblem

Question

Mariel 2015-11-3

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/252498-fmincon-objfun-and-nonlinear-constraint-subproblem

回答： Alan Weiss 2015-11-3

I am using fmincon to find local minimum and my objfun and equality constraints are of the form

 %%%constraints
 function [c,ceq] = nonlin_constr(x)
 V = subproblem(x)
 ...
 % Ci are functions of V
 ceq = [C1 .. Cn]   
 %%%objective
 function Z = objfun(x)
 V = subproblem(x)
 ...
 % Z is the function of V

In other words, there is a subproblem for objective and constraint function, that happens to be computed multiple times for the same 'x'. Is there any way to optimize this computation? Thank you in advance for your answers.