How to formulate a non convex equality constraint for fmincon?
2 次查看(过去 30 天)
显示 更早的评论
I have an equality constraint that needs to be formulated into fmincon.
v'*Mp*v - v'*Mn*v - Pf = 0.
where Pf is a scalar variable, v is a variable vector, Mp and Mn are symmetric positive semi-definite matrices but -v'*Mn*v is a concave function. As a result, formulating the above equation as it is isn't working.
How do I formulate this constraint in MATLAB for fmincon?
1 个评论
Torsten
2018-5-2
"fmincon" does not take care of concavity or convexity of the functions involved. Thus I don't know why entering your formula as a nonlinear constraint in "nonlcon" should not work.
Best wishes
Torsten.
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Get Started with Optimization Toolbox 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!