fminunc for upper and lower bound variable definition ?

18 次查看（过去 30 天）
HN
HN 2020-11-4
编辑： HN 2020-11-5
Isn't it possible to give upper and lower bound for the variables in the objective function while using fminunc ?
Thank you.

请先登录，再回答此问题。

采纳的回答

Ameer Hamza
Ameer Hamza 2020-11-4
No, fminunc() is for unconstrained optimization. If you want to do constrained optimization, then use fmincon().

更多回答（1 个）

Bruno Luong
Bruno Luong 2020-11-4
编辑：Bruno Luong 2020-11-4
You could transform variables, x will be opened bounded by lo/hi
xfun = @(y) lo + (hi-lo).*sin(y).^2
...
y = fminunc(obj(xfun(y)), ...)
x = xfun(y)
Honestly I don't like those kind of transformation.
Use the right tool: fmincon as others have suggested.
  9 个评论
显示 7更早的评论
Walter Roberson
Walter Roberson 2020-11-5
fun = @(x)[x1L;x2L;x3L]+([x1U;x2U;x3U]-[x1L;x2L;x3L]).*PRSopt_QN1(x(1,:),x(2,:),x(3,:))
Unless two of x1L, x2L, x3L are empty and the third is a scalar, then you can be sure that function is going to return something that is not a scalar. You do not take the mean() there.
HN
HN 2020-11-5
编辑：HN 2020-11-5
Thank you Walter Roberson,
I correct it like this. But it only gives some of the output arguments . Moreover, How can I define the option without defined Hessian ? Thanks
A = [];
b = [];
Aeq = [];
beq = [];
%%
LB = [deg2rad(120),deg2rad(-150)];
UB= [deg2rad(150),deg2rad(-120)]
x=[1;deg2rad(130);deg2rad(-130)];
fun = @(x)PRSopt_QN(x(1),x(2))
% [V,fval] = fmincon(fun,x)
[V,fval,exitflag,output,lambda,grad,hessian] = fmincon(fun,x,A,b,Aeq,beq,LB,UB)
AverageF=PRSopt_QN(x(1,:),x(2,:));

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Get Started with Optimization Toolbox 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