Optimization with MultiStart with nonlinear constraint on some of the parameters

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Reza Andalibi 2018-8-15

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评论： Reza Andalibi 2018-8-15

Hi

I have an optimization problem where I use MultiStart to regress three unknown model parameters to some experimental data. All the parameters are bounded but only two out of three of these parameters follow a nonlinear constraint which I provide using the following code:

c = @(x) 2 - x(2) * (x(3)/r_nm(1))^3;
ceq = @(x) [];
nonlcon_EMT = @(x) deal(c(x),ceq(x));

where r_nm(1) is a known number (fixed). Note that in the function nonlcon_EMT x(1) is not used in the calculation of c or ceq but it is passed to the function. Then I used the following code to perform the regression:

objFcn = @(x) extinction(lambda,Abs(:,2),T,r_nm(1),0,rho(1),rho_CV(1),eta(1),4/3,x(1),x(2),x(3),[ones(1,5),scaleFact],0,400,1000,0);
ms = MultiStart('FunctionTolerance',1e-3,'XTolerance',1e-2,'StartPointsToRun','bounds-ineqs',...
    'MaxTime',600,'UseParallel',true);
problem = createOptimProblem('fmincon','x0',[1e-4,0.3,500].*scaleFact,'objective',objFcn,...
    'lb',[1e-6,1e-3,25].*scaleFact,...
    'ub',[1,0.5,1000].*scaleFact,...
    'nonlcon',nonlcon_EMT);
[x,fval(2),exitflag(2)] = run(ms,problem,10);

When I run the code above with 'StartPointsToRun','bounds' there is no problem. Yet, using 'StartPointsToRun','bounds-ineqs' it gives the following error:

     Unable to perform assignment because the left and right sides have a different
      number of elements.

I was wondering if someone could help me with this problem. Thank you.

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Answer 1

Alan Weiss 2018-8-15

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编辑：Alan Weiss 2018-8-15

在 MATLAB Online 中打开

Try writing a function file to represent your nonlinear constraints:

function [c,ceq] = nonlcon_EMT(x,r_nm)
ceq = [];
c = 2 - x(2) * (x(3)/r_nm(1))^3;

In your script, after defining r_nm in the workspace, set

nlcon = @(x)nonlcon_EMT(x,r_nm);

and, of course, set nlcon as the nonlinear constraint in your problem structure.

Why might this work? The deal function insists on having two outputs, but when you set inequalities as the start points, MultiStart calls the nonlinear constraint for only the inequality, ignoring the equality constraint (it doesn't matter that your equality constraint is null). By ignoring the equality constraint, I believe that deal throws an error.

Alan Weiss

MATLAB mathematical toolbox documentation