Question on fmincon in formulating a constrained optimization

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JFz
JFz 2017-10-18
评论： Nicolas Schmit 2017-10-19
Hi, I am facing a complex optimization problem. It is a constrained nonlinear minimization problem. So I use fmincon and it works. But it turns out, there are a number of intermediate results that also need to be under certain constraints. How to formulate that in fmincon? Or is fmincon the right function to use? Thank you for any suggestions.
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Walter Roberson
Walter Roberson 2017-10-19
I am not sure what you mean by "intermediate results" here? Do you mean that the variables have to have particular relationships to each other?
JFz
JFz 2017-10-19
It is that, in order to calculate the final result -- the objective function, I have to calculate dependent variables from the independent variables. Those dependent variable are the intermediate results and they need to satisfy certain constraints.

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Nicolas Schmit
Nicolas Schmit 2017-10-19
fmincon() seems to be the right choice. The constraints on the intermediate results can be specified as nonlinear constraints in fmincon(). See the following example https://www.mathworks.com/help/optim/ug/nonlinear-inequality-constraints.html

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