linear equality constraint writing
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Saifullah Khalid
am 21 Jun. 2017
Kommentiert: Saifullah Khalid
am 21 Jun. 2017
I am facing difficulty to write linear inequality constraint given below. Here Φ, 48 element long vector, is decision variable where as P and μ are vectors of 48 elements each and λ is a constant. I shall appreciate any help.
λ * P ≤ μ * Φ
0 Kommentare
Akzeptierte Antwort
Walter Roberson
am 21 Jun. 2017
lambda .* P <= mu * phi so
lambda .* P / mu <= phi
With lambda, P, and mu all being constants, this does not need to be written as a linear constraint. Instead, it can be written as lower bound: phi >= lambda .* P / mu so
x0 = .... %starting point
A = []; b = [];
Aeq = []; beq = [];
LB = lamda .* P ./ mu; UB = inf(1,48);
fmincon( fun, x0, A, b, Aeq, beq, LB, UB )
If you prefer to implement it as a linear constraint (perhaps because you are using a different minimizer) then
A = -eye(48); B = lambda .* P ./ mu;
6 Kommentare
Siehe auch
Kategorien
Mehr zu Get Started with Optimization Toolbox 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!