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how to write the constraints in the linear programing if ...

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Amani mahdy
Amani mahdy 2016-1-5
评论： Walter Roberson 2016-1-5
Hello all ,
i hope you all are doing great.
i am using a fmincon function to do my optimization, however, one of my constraints "beta" should be written as :
(symsum (beta(i,j), i , 1 , k)< E ) for all j belongs to w, where k, E and w are just number.
how could i write that in terms of A , b, .. ??
your help will be greatly appreciated.
thanks in advance.
  1 个评论
Walter Roberson
Walter Roberson 2016-1-5
If w is just a number, then j cannot "belong to" w.
Is the constraint that the sum of each column of beta must be less than E? Or is the constraint that the sum of an initial portion of each column of beta must be less than E?
Is beta a variable in your optimization? Or are the k, E, or w variables of your optimization?
Is beta numeric or symbolic?
If your beta is a 2D array then how are working with it in fmincon, as fmincon expects only a vector of variables?

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