Implementation of limits on the optimization results
显示 更早的评论
Hi guys, I've want to optimize my problem using "fmincon". I want to put limits on the answers, let's say I want x1 > x2 and x2 > x3 in here:
x = fmincon(fun,x0,A,b,[],[],nonlincon)
how should I implement this kinda constraints?
I've set "A" to [-1 1 0;0 -1 1] and "b" to zeros(size(A,1),1) but I get infeasible results! Shouldn't it work?! Please help me out.
Best regards,
采纳的回答
Oleg Komarov
2012-9-11
编辑：Oleg Komarov
2012-9-11
Should it be
b = zeros(size(A,1),1);
An example problem (without nonlinear constraints):
f = @(x) x(1)^2 + x(2)^2 + x(3)^2;
A = [-1 1 0
0 -1 1];
b = zeros(size(A,1),1);
X = fmincon(f,3:-1:1,A,b);
5 个评论
Itachi
2012-9-11
Oleg Komarov
2012-9-11
Well, I am not sure about the nonlinear constraints, but I can't guess them.
Itachi
2012-9-11
Oleg Komarov
2012-9-11
编辑：Oleg Komarov
2012-9-11
I showed you some syntax, not methods.
If you're alluding to the choice of X0 (the starting values for the x) then I just picked up something that did not satisfy the constraints to check afterwards that they were satisfied.
Also, you were talking about x1, x2, x3 and f is an example of a function in 3 variables. Basically, that's how you should write it.
Itachi
2012-9-11
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Choose a Solver 的更多信息
产品
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
