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How to solve this problem using PSO?

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Jeong_evolution
Jeong_evolution 2017-9-13
评论： Alan Weiss 2017-9-14
Hi all,
I have some problem using pso algoithm.
fcn = @(x) x(1) + x(2) + x(3)
lb = [-40 -40 -40];
ub = [40 40 40];
nvars = 3;
x = particleswarm(fun,nvars,lb,ub);
In this code, I want to 8.8 <= x(1)+x(2)+x(3) <= 79.2 (constraint)
But I don't know use this expression.
Plz help ..

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Alan Weiss
Alan Weiss 2017-9-13
Unfortunately, particleswarm does not currently support linear constraints. You really should use linprog for this kind of problem.
You can also try a penalty function, say fcn = 1e6 when sum(x) < 8.8 or sum(x) > 79.2.
But linprog is the best solver for linear problems with linear constraints.
Alan Weiss
MATLAB mathematical toolbox documentation
  2 个评论
Jeong_evolution
Jeong_evolution 2017-9-14
Excuse sir, Should I know Why can not pso do it?
Alan Weiss
Alan Weiss 2017-9-14
There are two solvers in Global Optimization Toolbox that support only bound constraints: particleswarm and simulannealbnd. Similarly, there are solvers in Optimization Toolbox that do not support constraints or support only bound constraints: fminunc, lsqcurvefit, fsolve, and others. Choose a solver that works for you.
And even more, for smooth problems, use an Optimization Toolbox solver, not a Global Optimization Toolbox solver.
Alan Weiss
MATLAB mathematical toolbox documentation

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