Filter löschen
Filter löschen

How to impose multiple inequality constraints on fmincon?

5 Ansichten (letzte 30 Tage)
Shahab
Shahab am 13 Sep. 2012
How should I provide two inequality constraints as:
A1*x < b1
A2*x < b2
where the syntax is like this:
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
My mathematical constraint is this, actually:
-B < x(i+1)-x(i) < B

Akzeptierte Antwort

Titus Edelhofer
Titus Edelhofer am 13 Sep. 2012
Hi,
for the left hand side, you multiply by -1, i.e.,
-x(i+1) + x(i) <= B
And combining is easy:
A = [A1; A2];
b = [b1; b2];
Titus

Weitere Antworten (0)

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!

Translated by