Decreasing the number of variables in optimization process (SQP - fmincon)

Question

Sajjad Asefi 2021-1-1

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/706548-decreasing-the-number-of-variables-in-optimization-process-sqp-fmincon

编辑： Matt J 2021-1-2

Dear community,

I was wondering if there is anyway to decrease the number of variables during an optimization process going on using MATLAB built-in function (fmincon - SQP)?!

For example assume you have specified 10 variables to start the optimization problem and you want to decrease it to 9 variable (i.e. emit one of the variables based on a cetrain condition) after 20 iterations.

Best regarsd,

Sajjad

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2021-1-1

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/706548-decreasing-the-number-of-variables-in-optimization-process-sqp-fmincon#answer_588903

编辑：Matt J 2021-1-1

You can use the MaxIterations option to tell the solver to run no more than 20 iterations. Then, you can reformulate the optimization however you wish based on that result and launch a second optimization.

2 个评论
显示无隐藏无

Sajjad Asefi 2021-1-1

Thanks for the answer, but I don't want to restart the optimization process

I'm just asking about the possibility of changing variable number during the process

Matt J 2021-1-2

编辑：Matt J 2021-1-2

No, you can't. It isn't even clear how that could still be called an optimization process. If the space of unknowns that the function depends on is changing in the course of the iterations, it means that the definition of the function and the location of its minimum are changing, too - the thing you're searching for isn't well-defined in advance.

请先登录，再进行评论。