fmincon nonlinear constrain problem set-up

Question

Alec Jeffery 2016-8-18

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/300088-fmincon-nonlinear-constrain-problem-set-up

编辑： Matt J 2016-8-19

One of my initial conditions is leaving me scratching my head. Since R & C are defined by summing functions (R will have w components and C will have d components), it may be simpliest to represent R & C as functions. Since there is a function f embedded in R, I run in to problems. I can see how to establish the A,b,Aeq and beq inputs, but I have no clue how to represent the nonlinear constraint of f and pass it in to R. Any help would be much appreciated.

    P=R-C; % Objective Function
    -P <= 0;
    R= sum(U*f(sum(sqrt(((Xb+X)-Xw)^2)));
    C= sum(Md*(X-Xb)+B);
    f=@d h*exp(1/d);

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2016-8-18

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/300088-fmincon-nonlinear-constrain-problem-set-up#answer_232183

编辑：Matt J 2016-8-18

在 MATLAB Online 中打开

Something like the following, perhaps?

Pfun=@(X) objectiveFull(X, Xb,Xw, U Md,B,h);
nonlcon=@(X) nonlconFull(X,Pfun);
Xopt = fmincon(Pfun,X0, A,b,Aeq,beq,[],[],nonlcon)
       function P=objectiveFull(X,Xb,Xw, U Md,B,h)
          f=@(d) h*exp(1/d);
          R= sum(U*f( norm(X-(Xw-Sb) ) ) );
          C= sum(Md*(X-Xb)+B);
          P=R-C; 
       function [c,ceq]=nonlconFull(X,Pfun)
          ceq=[];
          c=-Pfun(X);

3 个评论
显示 1更早的评论隐藏 1更早的评论

Alec Jeffery 2016-8-19

编辑：Matt J 2016-8-19

在 MATLAB Online 中打开

Great suggestions. I ended up using your nested functions with some modifications (code below). I changed the sign on the constraint function and the objective function. The results seem to be what I want.

% X=x
% Xb=tempBeePos
% Xw=tempWalkerPos
% U=UnitRewards;
% M=BeeAdj(:,1)
% B=BeeAdj(:,2)
% DistRewardFunc
function [Profit,Xopt]=newOptiCode(tempBeePos,tempWalkerPos,UnitRewards,BeeAdj,DistRewardFunc)
M=BeeAdj(:,1);
B=BeeAdj(:,2);
Pfun=@(x) -objectiveFull(x,tempBeePos,tempWalkerPos,UnitRewards,M,B,DistRewardFunc);
% Threw a '-' before function so that you are finding the minimum of -Max
nonlcon=@(x) nonlconFull(x,Pfun);
options = optimoptions('fmincon','Display','off');
Xopt = fmincon(Pfun,tempBeePos, [],[],[],[],[],[],nonlcon,options);
% Xopt = fmincon(Pfun,tempBeePos, A,b,Aeq,beq,[],[],nonlcon)
      function P=objectiveFull(x,tempBeePos,tempWalkerPos,UnitRewards,M,B,DistRewardFunc)
          R=[];
          for w=1:size(tempWalkerPos,1)
              f=DistRewardFunc{w};
              BWdist=sum(sqrt(((tempBeePos+x)-tempWalkerPos(w,:)).^2));
              R(w,1)=UnitRewards(w)*f(BWdist);
          end
          R=sum(R);
          % R= sum(U*f( norm(X-(Xw-Xb) ) ) );
          % C= sum(Md*(X-Xb)+B);
          C=[];
          for d=1:size(tempBeePos,2)
              if x(d) > 0;
              C(d,1)=M(d)*(x(d)-tempBeePos(d))+B(d);
              else
              C(d,1)=B(d);    
              end
          end
          C=sum(C);
          P=R-C;
      end
      function [c,ceq]=nonlconFull(x,Pfun)
          ceq=[];
          c=Pfun(x);
          % changed the sign on c=-Pfun(x)
      end
Profit=objectiveFull(Xopt,tempBeePos,tempWalkerPos,UnitRewards,M,B,DistRewardFunc);
end

Matt J 2016-8-19

编辑：Matt J 2016-8-19

在 MATLAB Online 中打开

Glad it worked out, but the purpose of my suggestion to use nested functions was to spare you the long argument lists. Below, the nested functions Pfun and nonlcon both share access to the workspace of newOptiCode, so there is no longer any need to pass extra arguments to them (like tempWalkerPos, etc...).

function [Profit,Xopt]=newOptiCode(tempBeePos,tempWalkerPos,...
                        UnitRewards,BeeAdj,DistRewardFunc)
    M=BeeAdj(:,1);
    B=BeeAdj(:,2);
   Xopt = fmincon(@(x) -Pfun(x),tempBeePos, [],[],[],[],...
                        [],[],@nonlcon,options);
   Profit=Pfun(Xopt);
     function P=Pfun(x)
          R=[];
          for w=1:size(tempWalkerPos,1)
              f=DistRewardFunc{w};
              BWdist=sum(sqrt(((tempBeePos+x)-tempWalkerPos(w,:)).^2));
              R(w,1)=UnitRewards(w)*f(BWdist);
          end
          R=sum(R);
          % R= sum(U*f( norm(X-(Xw-Xb) ) ) );
          % C= sum(Md*(X-Xb)+B);
          C=[];
          for d=1:size(tempBeePos,2)
              if x(d) > 0;
              C(d,1)=M(d)*(x(d)-tempBeePos(d))+B(d);
              else
              C(d,1)=B(d);    
              end
          end
          C=sum(C);
          P=R-C;
      end
      function [c,ceq]=nonlcon(x)
          ceq=[];
          c=-Pfun(x);
          % changed the sign on c=-Pfun(x)
      end
end