Constraint on some of the design variables
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Hi all,
If I have an objective function as
obj(x,y,z) with lower bounds [x_l,y_l,z_l] and upper bounds [x_u,y_u,z_u]
and a non-linear constraint applied only to y & z: nlincon(y,z) , which is a scalar valued function.
How do I implement this optimization problem in matlab?
Thanks
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Walter Roberson
2018-3-6
Sounds like a standard fmincon(). Your input variables would be the vector [x, y, z] and inside your nonlinear constraint function you would just ignore the portion of the input that corresponds to x.
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Walter Roberson
2018-3-8
Nonlinear constraints often involve the relationship between multiple variables. If you had a constraint such as
x(1)^2 + x(2)^2 <= 25
then is that a constraint on x(1) or is it a constraint on x(2) ??
Suppose that you had a series of constraints,
x(1)^2 - 2*x(1) <= 5
x(2)^2 - 2*x(2) <= 5
and so on for each variable, and you also had a constraint
x(1)*x(2) >= 1/2
If the requirement was to emit one c entry for each x entry so that fmincon could somehow know which variable the constraint was being applied to, then how would you emit more constraints than there were variables?
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