How can I using fmincon on both vector variables and matrix variables
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Jingyu Liu
am 16 Feb. 2022
Kommentiert: Walter Roberson
am 15 Sep. 2023
I have a optimization problem with two variables: x is a vector and U is a matrix. I want to solving it by fmincon. My question is, how I can write the fmincon. More exactly, how to write the objective function and constraints? Or I have to transform U into a vector variable.
Any suggestion is appreciated. Thanks!
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Joshua Scott
am 15 Sep. 2023
@Walter Roberson, What if you have both scalars and a matrix that need to be optimized?
Would I: Vectorize the matrix, reshape within the function getting called by fmincon, and reshape after fmincon?
Or am I missing a step?
Thank you for the guidance!
Walter Roberson
am 15 Sep. 2023
function [c, ceq] = nonlcon(X) %example
x = X(1);
U = reshape(X(2:end), 5, 20); %U is 5 x 20
%now use x and U to compute c and ceq
end
And yes, after the optimization when you have the packed vector, you would to the same extraction to get the final values.
Akzeptierte Antwort
Alan Weiss
am 16 Feb. 2022
You might enjoy the problem-based approach, which does not require you to put all variables into one.
Alan Weiss
MATLAB mathematical toolbox documentation
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