Linear Constraint Fmincon Function Form

Question

Michael Patterson 2020-7-25

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关闭： MATLAB Answer Bot 2021-8-20

Hi

I am using fmincon and require a few linear equality and inequlity constraints. I am happy putting two of them into the matrix forms of Ax=b and Aeqx = beq but the third constraint requires me to call a function using values of x? Does anyone know how to do this? I have currently created a nonlcon function for it but it is linear so I don't know the effect of doing this?

for i = 1:N

ceq(i) = V{i}(2) - semistatic_mini(t{i}(1:2),I{i}(1:2),OCVfun,x(4),x(1),x(2),x(3),x(4+i),x(4+N+i),x(4+(2*N)+i));

end

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Answer 1

Matt J 2020-7-25

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编辑：Matt J 2020-7-25

I have currently created a nonlcon function for it but it is linear so I don't know the effect of doing this?

There's nothing wrong with doing that if it really is computationally prohibitive to obtain a matrix representation of the function. However, if your function is not computationally intensive, a simple tool to obtain its matrix form is this FEX submission,

https://www.mathworks.com/matlabcentral/fileexchange/44669-func2mat-convert-linear-function-to-matrix