Optimization with boundaries constraints

2016 12 15
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更新时间：2016 12 15
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Hello,
I am trying to solve the x that will minimize the following equation:
eq = @(x) norm(r_column-(G*x+d))^2;
Where G is 933x933, d is 933x1 and x should be 933x1, r_column is 933x1
I have the following constraints: xmin = ones(933,1)*(-30); xmax = ones(933,1)*(30);
However, if I try to solve it like this: x = fminbnd(eq,xmin,xmax);
I get an error.
I hope someone can help me, thanks in advance!
Loïc

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回答（1 个）

Torsten
Torsten 2016-12-15

1 个投票

Try "lsqlin".
Best wishes
Torsten.

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Loic Van Aelst
Loic Van Aelst 2016-12-15
I used : x = lsqlin(-G,d-r_column,ones(2,933),[30;-30]); However the matrix x still has some values outside [-30 30]. Did I do something wrong?
Thanks for responding!
Alan Weiss
Alan Weiss 2016-12-15
I am not sure that you set your bounds correctly as 933-long vectors of -30 and 30. Can you show us your real lsqlin call, based on a copy-paste from your code?
Alan Weiss
MATLAB mathematical toolbox documentation
Loic Van Aelst
Loic Van Aelst 2016-12-15
编辑：Loic Van Aelst 2016-12-15
That was a copy of my code, but I changed it to this now:
z = [eye(933) ; eye(933)]; b = [ ones(933,1)*30 ; ones(933,1)*(-30)]; x = lsqlin(-G,d-r_column,z,b);
This just gives me an x with all -30, but that problem may be due to my model.
Torsten
Torsten 2016-12-15
z = [eye(933) ; -eye(933)];
b = [ ones(933,1)*30 ; ones(933,1)*30];
x = lsqlin(-G,d-r_column,z,b);
Best wishes
Torsten.
Matt J
Matt J 2016-12-15
编辑：Matt J 2016-12-15
It is advisable to use the 7th/8th argument to express simple bounds, rather than to use inequality constraint matrices.
e=ones(933,1)*30;
x = lsqlin(-G,d-r_column,[],[],[],[],-e,+e);

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Matt J
Matt J
2016-12-15

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