Write nonlinear constraint to fmincon

2013 1 17
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I am using fmincon to optimize a vectorized function (myfun) of five variables (x). This function has also some parameters (k, l, m, n) which I am passing to fmincon. What I am doing is shown below:
p=@(x)myfun(x, k, l, m, n);
[xmin, pmin]=fmincon(p, x0, A, b, Aeq, beq, lb, ub, nonlcon, options);
My question is how am I going to write the nonlinear equality which I have in my problem. I have written another function about the nonlinear equality in which x is the variables used in myfun and L is a parameter that I would like to pass inside the constraint. See below:
function [c,ceq]=pitch(x,L)
c=[];
ceq=x(3)*x(5)-L;
end
The problem is that I don't know how to write inside the fmincon the constraint. I have written this:
nonlcon=@(x)pitch(x,L)
which results in an error. I would appreciate your answers. Thank you.

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Shashank Prasanna
Shashank Prasanna 2013-1-17

0 个投票

Thanks for the error, it appears that your objective function myfun takes 'x' as a 4x1 vector while your nonlinear constraint assumes that there is atleast x(5) in the line:
ceq=x(3)*x(5)-L;
that is atleast a 5x1 vector.
You might want to check that.

更多回答（4 个）

0 个投票

Attempted to access x(5); index out of bounds because numel(x)=4.
Error in power_fraction2 (line 7) Pf=(2*Rf*jmpp*x(2)^3*(x(3) - x(1))^2)/(3*x(3)*x(5)*x(3)*Vmpp*x(1));
Error in @(x)power_fraction2(x,jmpp,Vmpp,Rito,Rb,Rf,rc)
Error in fmincon (line 601) initVals.f = feval(funfcn{3},X,varargin{:});
Error in opt_power (line 48) [xmin, pmin]=fmincon(p, x0, A, b, Aeq, beq, lb, ub, nonlcon, options);
Caused by: Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.

0 个投票

Thank you Benji for the answer. This would make sense if I had not defined x(5) in the function that I would like to optimize. I am posting an equation included in myfun as an example.
Pf=(2*Rf*jmpp*x(2)^3*(x(3) - x(1))^2)/(3*x(3)*x(5)*x(3)*Vmpp*x(1));
So it is clearly stated in the function that vector x has 5 elements. What do you think?

0 个投票

I am sorry. Indeed I had a mistake in the boundaries. I had four elements instead of 5.

0 个投票

I would like one of the optimized variables to be an integer. Is there a way to achieve this with fmincon. In global optimization toolbox the Genetic Algorithm Solver can achieve that as far as I know. Am I correct or this can be done through fmincon?

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Matt J
Matt J 2013-1-17
编辑：Matt J 2013-1-17
No, fmincon cannot do discrete optimization.
So Matt I have to use the Genetic Algorithm.
Shashank Prasanna
Shashank Prasanna 2013-1-17
Giorgos, you are right this options is currently only available in Genetic Algorithm. Other optimization tools as yet dont support mixed integer programming.

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