Limit on the change rate of the variable in fmincon function

1 次查看（过去 30 天）
Mohammad
Mohammad 2019-11-12
编辑： Matt J 2019-11-14
Hi,
In fmincon function, how can I put lower and upper bounds on the change rate of a signal, i.e., ?
Thanks

请先登录，再回答此问题。

采纳的回答

Matt J
Matt J 2019-11-12
编辑：Matt J 2019-11-12
You would build linear inequality matrices like the following.
E=diff(eye(numel(u)));
A=[E;-E]; b=[ub(:);-lb(:)]; %linear inequality matrices
  21 个评论
显示 19更早的评论
Mohammad
Mohammad 2019-11-14
@Matt: I don't have a set of those signals like an MxN matrix. At each sampling time I have an Mx1 vector u(t) and I want to put a limit on u(t) - u(t-1).
Matt J
Matt J 2019-11-14
编辑：Matt J 2019-11-14
It sounds like you're saying that at time u(t), the values of u(t-1) are already known. Then the bounds can be rewritten
lbnew <= u(t) <= ubnew
where lbnew and ubnew are the known bound vectors
ubnew=ub+u(t-1);
lbnew=lb+u(t-1);
They are known since u(t-1) is known. So, you now have plain ordinary bounds on u(t) and there is nothing special about the way you set up the problem.
But I need to emphasize that, if you have an objective f(t,u(t)) at each time t, the approach you are pursuing will not give you the minimum of if that was your goal in all this. There is no way to do that by solving an independent problem at each t.

请先登录，再进行评论。

更多回答（1 个）

Walter Roberson
Walter Roberson 2019-11-13

类别

在 Help Center 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by