Is it possible to find out an unknown variable within constraint which is not present in the objective for a optimization problem?

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Hello all,
Suppose I have a objective function with unknown variable x(1). But my constraint is depend on unknown variable x(1) and x(2). Is it logically possible to find out a optimized value for x(2) using 'fmincon' command?

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Matt J
Matt J 2020-11-27
编辑:Matt J 2020-11-27
Yes. It is not a problem if your objective only depends on a subset of variables. However, you must pass the full unknown vector x=[x1,x2] to your objective function and constraint code. You also must write your A,Aeq matrices to have two columns.

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