Constrained Optimization, a function that returns a vector?

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jaskier222
jaskier222 2017-7-14
评论： Alan Weiss 2017-7-16
Hello! I looking for some matlab function (Constrained Optimization) which one returns a vector. The function what I try minimalize is in the attachment. It is MPC problem. I try to solve some problem like:
A = [];
b = [];
x0 = [0,0,0]
fun = @(x)(([3;3;3]-[3;3;3])'*([3;3;3]-[3;3;3])+parameter*(x-[1;1;1])'*(x-[1;1;1]))
[x,fval] = optimalization_function(fun,x0,A,b)
Matrices like [3;3;3] is just example.
I tried 'fmincon' but it works only for function that returns scalar.

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采纳的回答

Alan Weiss
Alan Weiss 2017-7-14
What does minimizing a vector mean? it doesn't mean anything mathematically. You cannot minimize a vector.
The equation in your attached image minimizes the NORM of a vector. That is a scalar, and makes sense to minimize. If you as fmincon to minimize the norm of a vector function, it will happily attempt to do so.
Alan Weiss
MATLAB mathematical toolbox documentation

更多回答（1 个）

jaskier222
jaskier222 2017-7-14
Hmm, I used:
x0=[0,0,0]
A=[]
b=[]
[x,fval] = fmincon(fun,x0,A,b)
fun = @(x)((y_zad_k-y_k)'*(y_zad_k-y_k)+parameter*(x-u_k_1)'*(x-u_k_1))
where
N = 6;
N_u = 3;
y_zad is matrix [Nx1]
y_k is matrix [Nx1]
u_k_1 is matrix [N_ux1]
matlab gave me this: "Supplied objective function must return a scalar value." All I placed id 2-level matlab function.
  2 个评论
Alan Weiss
Alan Weiss 2017-7-14
Evaluate fun(x0). If you don't get a scalar, then your function is not scalar-valued. If you do get a scalar, then please ask again.
Alan Weiss
MATLAB mathematical toolbox documentation
Alan Weiss
Alan Weiss 2017-7-16
I just had another idea. Try
x0 = zeros(3,1);
I think that your original x0 is a row vector, but should be a column vector.
Alan Weiss
MATLAB mathematical toolbox documentation

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