how to write series of multiple non-linear constraints for optimization using fmincon in MATLAB?
3 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Maheen Fazal
el 13 de Sept. de 2019
Comentada: Maheen Fazal
el 4 de Oct. de 2019
Hi, I have serios of multiple non-linear constraints and i am stuck how to write them in MATLAB, please help me out how to write the overall sum for n values. I have attached the problem below.
e.g. if phi and tau are the optimal variables which are x(1) and x (2) and the value of beta = 5,
Rn is the sumrate of main code and Rn' is the sumrate threshold value (10*1000) ,
function [c,ceq]=constraints(x)
c(1)=?
c(2)=?
c(3)=?
c(4)=sumrate(x)-10*1000
ceq=[];
end
how to erite the other constraints?
thank you in advance
3 comentarios
Respuesta aceptada
xi
el 17 de Sept. de 2019
Editada: xi
el 17 de Sept. de 2019
You have 2n parameters, named X1,X2...Xn(for phi) and Xn+1...X2n (for tau).
You need to write the constraints in the vectorized format of Ax-b<0, where A is a matrix, b is a vector. The #rows of A as well as the length of b is determined by how many contraints you have, and the #columns is 2n (number of parameters).
In your case, the first three sets of constraints are linear constraints (total of 1+1+2n=2n+2). Your A matrix should have 2n+2 rows:
A(1,:)= [ones(1,n),zeros(1,n)];
A(2,:)= [zeros(1,n),ones(1,n)];
A=[A;-eye(2*n)];
b=[(1-beta);beta;zeros(2*n,1)]
10 comentarios
xi
el 3 de Oct. de 2019
I don't see anything wrong. Just use the compact version. The way I wrote separately for A(1,:) and A(2,:) is just to help explain. Note that, 2 rows mean 2-constraint equations, not 2-parameters. It should also work unless A was already defined and you are likely to get the dimension mismatch error,
Más respuestas (0)
Ver también
Categorías
Más información sobre Solver Outputs and Iterative Display en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!