When using fmincon can I have a variable be constrainted by either a range OR zero?

2 次查看（过去 30 天）

Crazy Cool 2017-7-25

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/350226-when-using-fmincon-can-i-have-a-variable-be-constrainted-by-either-a-range-or-zero

评论： Crazy Cool 2017-7-25

Essentially could I have a variable be between 5 and 20 OR be 0. The way I currently have it when I apply the range 5 to 20 I lose the ability for the solution to work at 0. Is there another optimization I can use for this? Thanks.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Crazy Cool 2017-7-25

An additional comment: I have a series of variables and need to be over 1 and under 20 but the can not be chosen to use and thus also could be 0, how could I do this?

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Titus Edelhofer 2017-7-25

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/350226-when-using-fmincon-can-i-have-a-variable-be-constrainted-by-either-a-range-or-zero#answer_275500

Hi,

programmatically: yes, you can always formulate something like this as a non linear constraint. But the optimizer (and the theory behind) doesn't like the variable to jump. Let's say you have a value of 5. The optimizer (somewhat simplified:) ) looks in the neighborhood of the current point for a better solution, but will never do the jump to the zero.

Is your problem non linear so that you have to use fmincon? If it was linear, then intlinprog would be suitable to handle such cases through adding additional variables (and using integer variables).

Titus

5 个评论
显示 3更早的评论隐藏 3更早的评论

Crazy Cool 2017-7-25

编辑：Crazy Cool 2017-7-25

Yeah I need this to work to a scalable amount of variables. Is there a way I can manipulate the nonlin constraint side to make this work? Each variable comes in with a range AND they can all also be set to 0. A few have just 1 value they can be other than 0.

Crazy Cool 2017-7-25