fmincon optimization with nonlinear constraint

1 次查看(过去 30 天)
Dear All
I am using the fmincon in matlab to minimize the objective value as
F=-(x(1)^2+x(2)^2+x(3)^2-x(4)^2) .
i have the nonlinear constrain that
x(1)-x(3)=x(2)-x(4)
How can the nonlinear constraint functions to be written as a .m file?
THX very much for your help!

采纳的回答

Walter Roberson
Walter Roberson 2020-9-20
nonlcon = @(x) deal([], x(1)-x(3)-(x(2)-x(4)))
However, you should consider rewriting with one fewer variable.
x(1)-x(3)=x(2)-x(4)
implies x(4) = x(2) + x(3) - x(1) .
Substituting in F=-(x(1)^2+x(2)^2+x(3)^2-x(4)^2) we get
F = -(x(1).^2 + x(2).^2 + x(3).^2 - (x(2) + x(3) - x(1)).^2)
This simplifies to
F = 2*(x2*x3 - x1*x3 - x1*x2)
and since this is an optimization task, the linear scale is not relevant, so you can use
F = x2*x3 - x1*x3 - x1*x2;
No non-linear constraint would be needed.

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Solver Outputs and Iterative Display 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