Output constraints in optimization toolbox

Hello I would like to use the optimization toolbox to minimize a nonlinear cost function that is governed by 5 other functions. The outputs of the 5 functions will be taken to calculate the cost, which be minimized and must be less than a certain value.I understand that the limits to my inputs for the 5 functions can be put in the constraints file, I have the following questions: 1- How can I set the constraint for the cost? I mean can I just add it to the constraints file as an output constraint?

2- is this system considered a multi objective function system or not since I want to minimize the cost?

I am still in the process of making the files and I'm not sure if this is the best way to tackle this issue, your feedback or guidance to good resources will be appreciated, thank you.

Answer 1

[Alan Weiss]

I am not sure that I understand you, because you say that you are minimizing the cost, but you also want to constrain the cost. I would not put a constraint on the cost, I would just try to minimize it.

It is possible that you want to find a global minimum, not a local minimum. If so, use the suggestions in the linked documentation.

If you have a single, scalar value that you are trying to minimize (the cost), then this is not a multiobjective problem. To have multiple nonlinear constraints, see Nonlinear Constraints. Of course, you can call multiple functions from within your nonlinear constraint function.

Alan Weiss

MATLAB mathematical toolbox documentation