Condition between variable fmincon
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I have an optimization problem of 2 variables a and b of lenght N both.
I want to add the following constraint with matrices:
if a=0 then b=0
Can you help me to do this?
4 个评论
Alan Weiss
2019-10-31
I'm sorry, but I do not understand your question. Is your problem an integer problem? If not, then this constraint is quite discontinuous, and probably not suitable for Optimization Toolbox™. I also do not understand the constraint. Do you mean a(i) = 0 implies b(i) = 0, or do you mean that the constraint holds only if all elements in a are zero?
Alan Weiss
MATLAB mathematical toolbox documentation
wiem abd
2019-11-1
Matt J
2019-11-1
I agree with Alan. If your variables are continuous, it is peculiar to impose such a discontinuous constraint. What is the rationale behind it?
wiem abd
2019-11-3
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