maximizing a function with a nonlinear constraint using fmincon
3 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Dear all,
I have a function 'fun' which I want to maximize with respect to four unknowns: x(1) x(2) x(3) and x(4)
under the constraint
exp(x(2))+exp(x(3))<0.99
So, I set up something like that
function [c,ceq] = mycon(x)
c= exp(x(2))+exp(x(3))-0.99;
ceq=[];
end
x0=[a ;b c; d] % the initial value
options=optimset( 'display','off'); % mainly use this
[xx,fval,exitflag,output,lambda,grad,HH]=fmincon('fun',x0,...
[],[],[],[],[],[],@mycon, options);
But I get this warning
Error using mycon
Too many input arguments.
Error in fmincon (line 622)
[ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});
Error in dokimi_3 (line 96)
[xx,fval,exitflag,output,lambda,grad,HH]=fmincon('fun',x0,...
Caused by:
Failure in initial nonlinear constraint function evaluation. FMINCON cannot continue.
Any ideas what is wrong?
Thank you
3 Kommentare
Walter Roberson
am 21 Jan. 2018
Is it possible that in your actual code that you passed something to fmincon after the options argument?
Akzeptierte Antwort
Matt J
am 21 Jan. 2018
Bearbeitet: Matt J
am 21 Jan. 2018
Rewrite mycon to have this form,
function [c,ceq] = mycon(x, y,mu, psi,sig20, Vgam,gam0, lam0,Vlam )
c= exp(x(2))+exp(x(3))-0.99;
ceq=[];
end
Even if the extra known variables aren't actually used in the computations of the constraints, they have to be there if you use additional arguments to fmincon to pass them in.
Incidentally, passing extra known parameters this way is antiquated. You should use anonymous or nested functions as described here. If you use these alternatives, you will not have to have to pass variables to functions that don't need them.
0 Kommentare
Weitere Antworten (0)
Siehe auch
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!