Strict inequalities in fmincon
15 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hello,
I'd like to use fmincon with strict inequalities (A.x<b and not A.x<=b). I've looked on different websites but I didn't find any information about this. Is it possible? How can I do that ?
Thanks for helping
Tom
0 Kommentare
Antworten (2)
the cyclist
am 26 Jul. 2011
I don't have the optimization toolbox, so I cannot test this idea, but I wonder if you can effectively handle this by including "eps" (the floating point spacing) as part of the input specification of "b".
0 Kommentare
Steve Grikschat
am 26 Jul. 2011
Effectively, you're defining a new strict inequality A*x <= b-e where "e" can be arbitrarily small. As the cyclist pointed out, there are floating point limitations to how small "e" can be.
However, also note that solvers (including fmincon) have tolerances for constraint violation as well. In this case, it means that at a solution, your worst case now is A*x <= b-e + TolCon (possibly with a relative factor on TolCon). You should factor that in if you need to satisfy the strict inequality.
0 Kommentare
Siehe auch
Produkte
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!