Over-all sum value in fmincon for multiple x

fmincon requires you to express linear (in)equality constraints using matrix-vector multiplication A*x<=b. Simple summation over x(i) can be expressed this way by taking A=ones(1,6). Example:

>> x=rand(6,1); A=ones(1,6);
>> A*x
ans =
    1.9809
>> sum(x)
ans =
    1.9809

Matt J i am still confused that the above constraint is used as what???

You have shown 3 different types of constraints:

This is a linear inequality constraint. As we have discussed, this is to be expressed using the A,b arguments

A=ones(1,6); b=1-beta;

These are also linear inequality constraints, but they are simple lower bounds, so you should specify them using the lb, ub arguments,

lb=zeros(6,1); ub=[];

If you had upper bounds as well, you would set ub to something more interesting.

You haven't told us what these look like, but if it they are similar to your previous thread, they are nonlinear constraints. You must write a nonlcon function for those. In this case, they should return a 6x1 vector c and and an empty 2nd argument ceq=[].

function [c,ceq]=constraints(x)  
c(1:6,1) = Rconstant-R(x);
ceq=[];
end

Putting it all together, your call to fmincon will look like this,

A=ones(1,6); b=1-beta;
lb=zeros(6,1); ub=[];
x=fmincon(@objective,x0,A,b,[],[],lb,ub,@constraints);

Matt J 2019-9-23

在 MATLAB Online 中打开

A constraint is nonlinear if it is not linear. A linear constraint is one that can be expressed with matrix-vector multiplication,

A*x<=b
Aeq*x=beq

Maheen Fazal 2019-9-26

pleasure Sir.

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Over-all sum value in fmincon for multiple x

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