How can I perform an optimization with constraints that are interdependent?
2 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Joel Marchand
am 25 Mär. 2016
Kommentiert: Joel Marchand
am 28 Mär. 2016
I have a need to perform an optimization (using the Global Optimization Toolbox) where the optimization parameters are interdependent. One parameter p may vary in the interval (0, v] where v is some user defined max value. The second parameter s may vary in the interval [0, p]. s may vary up to v but only if it is less than p. How would I apply this type of constraint when using the Global Optimization Toolbox?
Using MATLAB 2015b on Windows 7 Professional
0 Kommentare
Akzeptierte Antwort
Walter Roberson
am 25 Mär. 2016
[0 v] can be done through lower bound 0, upper bound v. Use that for both parameters. Then s in 0 to p can be done as a linear constraint that 1 * s + (-1) * p <= 0 . If you need a strict inequality then make the upper limit -eps(realmin) as that is the least-negative representable negative number.
Weitere Antworten (0)
Siehe auch
Kategorien
Mehr zu Nonlinear Optimization 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!