How can I converged to a solution using these constraints?

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Mohammod Minhajur Rahman 2018-3-8

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关闭： MATLAB Answer Bot 2021-8-20

Hello Everyone, I have an optimization problem to minimize my objective function which is a function of x. My constraints are following: If x is (30,1)

P*x*t<=0.5*P*t

P1*x(1:10)*t<=0.2*P*t/3

P2*x(11:20)*t<=0.2*P*t/3

P3*x(21:30)*t<=0.2*P*t/3

P-norm(sum(x(1)+x(11)+x(21))+sum(x(2)+x(12)+x(22))+......)<=1

I am using fmincon and my problem is converging to an infeasible point. Without the P-norm constraint, rest of the constraints are good, but when I apply the P-norm constraints, its failing.

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Torsten 2018-3-8

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Your constraint reads

abs(sum(x)) <= 1

Is it this you want to set ?

Best wishes

Torsten.

Mohammod Minhajur Rahman 2018-3-8

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Hello Torsten, thank you for your comment. Following is the constraint that I want to set

p=50;
sum_x=zeros(30,1);
for i=1:3
    for n=1:30
    sum_x(n)=sum_x(n)+x((i-1)*30+n);
    end
end
x_constraint=norm(sum_x,p);
Inequality constraint:
c=x_constraint-1;