how to write series of multiple non-linear constraints for optimization using fmincon in MATLAB?

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Maheen Fazal 2019-9-13

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评论： Maheen Fazal 2019-10-4

Hi, I have serios of multiple non-linear constraints and i am stuck how to write them in MATLAB, please help me out how to write the overall sum for n values. I have attached the problem below.

e.g. if phi and tau are the optimal variables which are x(1) and x (2) and the value of beta = 5,

Rn is the sumrate of main code and Rn' is the sumrate threshold value (10*1000) ,

function [c,ceq]=constraints(x)

c(1)=?

c(2)=?

c(3)=?

c(4)=sumrate(x)-10*1000

ceq=[];

end

how to erite the other constraints?

thank you in advance

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Maheen Fazal 2019-9-17

Hi sir, here is my objective function

shall i use linsolve instead of fmincon?

Maheen Fazal 2019-9-17

how it can be linear beacuse i have Prn equal to this.

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xi 2019-9-17

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编辑：xi 2019-9-17

在 MATLAB Online 中打开

You have 2n parameters, named X1,X2...Xn(for phi) and Xn+1...X2n (for tau).

You need to write the constraints in the vectorized format of Ax-b<0, where A is a matrix, b is a vector. The #rows of A as well as the length of b is determined by how many contraints you have, and the #columns is 2n (number of parameters).

In your case, the first three sets of constraints are linear constraints (total of 1+1+2n=2n+2). Your A matrix should have 2n+2 rows:

A(1,:)= [ones(1,n),zeros(1,n)];
A(2,:)= [zeros(1,n),ones(1,n)];
A=[A;-eye(2*n)];
b=[(1-beta);beta;zeros(2*n,1)]

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xi 2019-10-3

I don't see anything wrong. Just use the compact version. The way I wrote separately for A(1,:) and A(2,:) is just to help explain. Note that, 2 rows mean 2-constraint equations, not 2-parameters. It should also work unless A was already defined and you are likely to get the dimension mismatch error,

Maheen Fazal 2019-10-4