Using fminimax for optimization with linear and non-linear variables
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Hello,
I am trying to use the fminimax(...) optimization toolbox to solve a problem. The only problem is that my nonlinear variables do not appear in my linear equations. The nonlinear equations can be implemented in nlnconstr(...) function, but there is nothing to let the optimization function know how to modify the nonlinear variables other than the Ceq and C params returned from nlnconstr(...). Matlab uses the linear constraints to determine how to "modify" the variables to optimize the objective function.
Thanks, Ali
3 Kommentare
Steve Grikschat
am 6 Jun. 2011
Hi Ali,
What you've said sounds fine to me. There is nothing wrong with all zero columns in the linear constraint matrices.
Can you write out a formulation? Something like this?
min F(x)
(x,y)
subject to: [A 0]*[x;y] <= b
ceq(x,y) = 0
cineq(x,y) <= 0
Antworten (1)
Matt J
am 12 Okt. 2017
Bearbeitet: Matt J
am 12 Okt. 2017
To summarize, you must pass all unknown variables to the objective and nonlinear constraint functions (bundled into an array), but you are not obligated to use them all there.
Similarly, you must also have as many columns in your constraint matrices as there are unknowns, but making some of the columns zero (so that some unknowns don't participate) is also legit.
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