How to constrain the optimized variable using fmincon ?

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Vincent DUFOUR
Vincent DUFOUR 2017-3-8
评论： Vincent DUFOUR 2017-3-8
Hi everyone,
I am currently using fmincon function to solve an optimization problem.
Basically I am trying to minimize the integral (sum(abs)) of a variable u. The thing is that I want these u to always be >0, and I am not sure if what I do is correct or how to set correctly the constraint function "noncol" to create this condition.
Here it is what I am doing now: I compute the variable u in my costfun (then its integral), I put these u in global and put another global u in the noncol function to use it. I just set c=-u (as the c<0 and I want u>0). Is it correct ?
Matlab doesn't return any error and run correctly I am just not sure if it is the right way to do it.
Thanks in advance
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Torsten
Torsten 2017-3-8
No. As you can see from your notation c(u(v(x))): In the end, everything depends on x.
Best wishes
Torsten.
Vincent DUFOUR
Vincent DUFOUR 2017-3-8
All right, just to conclude on this topic and for those who might want an answer:
it didn't change anything to compute the variable in the constraint function directly or to pass it as global, I got the same results
Cheers

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