maximizing a function with a nonlinear constraint using fmincon

Question

ektor 2018-1-21

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/378166-maximizing-a-function-with-a-nonlinear-constraint-using-fmincon

编辑： Matt J 2018-1-21

采纳的回答： Matt J

在 MATLAB Online 中打开

Dear all,

I have a function 'fun' which I want to maximize with respect to four unknowns: x(1) x(2) x(3) and x(4)

under the constraint

exp(x(2))+exp(x(3))<0.99

So, I set up something like that

 function [c,ceq] = mycon(x)
 c= exp(x(2))+exp(x(3))-0.99;
 ceq=[];
 end
 x0=[a ;b c; d]  % the initial value
      options=optimset( 'display','off'); % mainly use this
[xx,fval,exitflag,output,lambda,grad,HH]=fmincon('fun',x0,...
 [],[],[],[],[],[],@mycon,  options);

But I get this warning

 Error using mycon
 Too many input arguments.
 Error in fmincon (line 622)
        [ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});
 Error in dokimi_3 (line 96)
 [xx,fval,exitflag,output,lambda,grad,HH]=fmincon('fun',x0,...
 Caused by:
    Failure in initial nonlinear constraint function evaluation. FMINCON cannot continue.

Any ideas what is wrong?

Thank you

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Walter Roberson 2018-1-21

Is it possible that in your actual code that you passed something to fmincon after the options argument?

ektor 2018-1-21

编辑：ektor 2018-1-21

在 MATLAB Online 中打开

Thanks Walter

Yes, actually my complete set up is the following

 [xx,fval,exitflag,output,lambda,grad,HH]=fmincon('fun',x0,...
 [],[],[],[],[],[],@mycon ,  options,y,mu, psi,sig20, Vgam,gam0, lam0,Vlam );

where ,y,mu, psi,sig20, Vgam,gam0, are known values that are inserted in the "fun" file

And I get the above error.

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Answer 1

Matt J 2018-1-21

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/378166-maximizing-a-function-with-a-nonlinear-constraint-using-fmincon#answer_301070

编辑：Matt J 2018-1-21

在 MATLAB Online 中打开

Rewrite mycon to have this form,

   function [c,ceq] = mycon(x, y,mu, psi,sig20, Vgam,gam0, lam0,Vlam )
     c= exp(x(2))+exp(x(3))-0.99;
     ceq=[];
   end

Even if the extra known variables aren't actually used in the computations of the constraints, they have to be there if you use additional arguments to fmincon to pass them in.

Incidentally, passing extra known parameters this way is antiquated. You should use anonymous or nested functions as described here. If you use these alternatives, you will not have to have to pass variables to functions that don't need them.