Dynamic bounds in an optimizer
显示 更早的评论
I would like to have relationship constraints between variables an optimizer is trying. For example: If variable x(1) is greater than 10 then 8<= x(2) <= 12.
O = @(x) x(1)+x(2)+x(3);
IN= [10 10 10]; % Initial Values
LB=[5 5 5]; % Low Bound
UB=[15 15 15]; % Upper Bound
[set_matrix,best_cost]=simulannealbnd(O,IN,LB,UB); % Simulated Annealing
% if x(1)>10 then x(2) has to take values between 8 and 12
采纳的回答
Alan Weiss
2020-6-19
0 个投票
You are describing a nonlinear constraint. This is a type of constraint that simulannealbnd cannot handle.
In fact, your constraint is not differentiable. This can be a problem for solvers. However, if your underlying variables are integer-valued, then you can use some techniques from integer linear programming to create the constraint. See Optimal Dispatch of Power Generators for an example.
Solvers that can handle nonlinear constraints include fmincon, patternsearch, ga, and the recent version of surrogateopt. Solvers that handle integer variables include intlinprog, ga, and surrogateopt.
Alan Weiss
MATLAB mathematical toolbox documentation
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Simulated Annealing 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
