Nonlinear optimization with differential equations in Constraint
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Hello, I have a nonlinear optimization problem like min f(X), where X is a vector of four elements. And the constraints are in the form of dX/dt=g(X,u), where u is the decision variable and it is defined by: u=h(X). I tried to use fmincon and ode23 together, however, I do not know what to do with u=h(X) as the constraint. If I want to define that as a nonlinear constraint in fmincon, how to define the function as X is not still known. Thank you.
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Nikhil Negi
am 18 Mai 2018
i can think of two ways you can try both try replacing the dX/dt = g(X,u) with dX/dt = g(X,h(X)) so eventually you have dX/dt = p(X) and then continue with how you did it.
or you can define u as a separate function and pass it as a parameter when calculating dX/dt.
4 Kommentare
Nikhil Negi
am 21 Mai 2018
Bearbeitet: Nikhil Negi
am 21 Mai 2018
i don't think your x0 is getting updated to x00=[x(end,1),x(end,2),x(end,3),x(end,4)] should it get updated for the next window of time?? i'm not really familiar with model predictive control but from your code it seems like you want it to get updated.
Sareh Agheb
am 21 Mai 2018
Bearbeitet: Sareh Agheb
am 21 Mai 2018
1 Kommentar
Nafis Irtija
am 26 Sep. 2020
Hello Sareh, were you able to solve this problem? I am trying to solve an optimization problem similar to yours, and I am having a similar problem. I am unable to find any answer.
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