Optimization with complicated constraints
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
First off, thank you for you time.
The question is, can Matlab solve optimization problems with complicated constraints in the form:
1/(1-exp(x-y+a)) - 1/(1-exp(y-x+b)) > 1
where a and b are constants.
If so how??
Thanks again!!
0 Kommentare
Akzeptierte Antwort
Laura Proctor
am 14 Dez. 2011
Yes, MATLAB can solve nonlinear optimization problems. Since it would be a lot to type everything out, this example nonlinear constrained minimization should take you step by step through the process.
The gist of the matter is that you will need to create a file that contains your nonlinear constraints - it will look something like this:
function [cin, ceq] = nlcon(x)
a = 2;
b = 2*a;
cin = 1 - 1/(1-exp(x(1)-x(2)+a)) + 1/(1-exp(x(2)-x(1)+b));
ceq = [];
0 Kommentare
Weitere Antworten (2)
the cyclist
am 14 Dez. 2011
I believe that the fmincon() function http://www.mathworks.com/help/toolbox/optim/ug/fmincon.html in the Optimization Toolbox can do this.
0 Kommentare
Yisroel
am 15 Dez. 2011
1 Kommentar
the cyclist
am 15 Dez. 2011
As a "thanks", you might consider accepting whichever answer you found most helpful. This will help people seeking similar answers.
Siehe auch
Kategorien
Mehr zu Quadratic Programming and Cone Programming finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!