Defining different bounds to each variable in fmincon

Question

Gábor Dupák 2021-4-18

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https://ww2.mathworks.cn/matlabcentral/answers/805641-defining-different-bounds-to-each-variable-in-fmincon

评论： Gábor Dupák 2021-4-18

采纳的回答： Clayton Gotberg

Hi!

I have a nonlinear optimalization problem with 2 equality constraints and 3 variables (x1, x2, x3):

x1+0.13*x2*x3=50000;

0.7*x2-0.25x2*x3=60000;

where x1,x2 >=0 and 0>=x3>=1 are the uppern and lower bounds.

My objective function is MIN f(x)=0.4*x1+0.6*x2.

My question is how to define these bounds if i use fmincon?

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Answer 1

Clayton Gotberg 2021-4-18

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https://ww2.mathworks.cn/matlabcentral/answers/805641-defining-different-bounds-to-each-variable-in-fmincon#answer_678201

在 MATLAB Online 中打开

The documentation for fmincon has the answer: you are allowed to pass upper and lower bounds as vectors.

For example,

lower_bound = [0 0 0];
upper_bound = [1 2 1];

Defines the boundaries for three inputs: the first between 0 and 1, the second between 0 and 2, and the third between 0 and 1. I believe that you can fill in Inf or -Inf for a boundary as well.

I would also check on the boundaries you quote in your post. 0>=x3>=1 is impossible, as it says that x3 must be less than or equal to 0 but also greater than or equal to 1.