Nonlinear Optimization problem ( If statement)
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michael francesco pez
am 24 Apr. 2020
Kommentiert: michael francesco pez
am 28 Apr. 2020
Hello everyone,
I'm tryng to solve a nonlinear optimization problem (constrained) using fmincon with 2232 variables (three vectors x,y,z of 744 elements).
I would like to add an "if condition" to the costraints, something like this:
for i=1:744
if x(i)>=650
y(i)<100
else
y(i)<50
end
end
it gives me the following error message :
"Conversion to logical from optim.problemdef.OptimizationInequality is not possible."
How can I add that kind of constraint?Is it possible with fmincon? If not, what solver would be the best choice?
3 Kommentare
Ameer Hamza
am 24 Apr. 2020
You mentioned that you get this error
"Conversion to logical from optim.problemdef.OptimizationInequality is not possible."
Can you show the code which cause this error?
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Matt J
am 24 Apr. 2020
Bearbeitet: Matt J
am 24 Apr. 2020
To do that, each x(i) must have finite upper and lower bounds L(i)<=x(i)<=U(i). You also need to introduce additional unknown binary variables b(i) and express your constraints with the following linear inequalities,
b(i)>=(x(i)-650)/(U(i)-650) + eps %Forces b(i)=1 when x(i)>=650
b(i)<=(x(i)-L(i))/(650-L(i))-eps %Forces b(i)=0 when x(i)<650
y(i)<=50+50*b(i)
Since fmincon does not allow integer variables, you will need to use ga or intlinprog instead.
9 Kommentare
Walter Roberson
am 28 Apr. 2020
Logically speaking, you cannot know that you have found the minima unless you have tested both sides of each discontinuity. With 774 variables each with a discontinuity, then logically speaking you cannot know that you have found the minima without at least 2^774 function calculations.
This number could potentially be drastically reduced if you could partition the system into linear combinations of subproblems that you can minimize independently.
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