Implementation of limits on the optimization results

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Itachi 2012-9-11

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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,

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Oleg Komarov 2012-9-11

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编辑：Oleg Komarov 2012-9-11

在 MATLAB Online 中打开

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);

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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

Thanks.

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