setting a vector sum as a lower and upper bound in fmincon

1 vue (au cours des 30 derniers jours)
William
William le 21 Juil 2011
I would like to set a constraint for the optimization problem to be solved by fmincon so that the vector, x, of solution values has values that sum between two scalar values. Is there a way to do this?

Réponses (1)

Titus Edelhofer
Titus Edelhofer le 21 Juil 2011
Hi,
yes there is: add to the matrix "A" (inequalities) two lines
A = [ones(1, length(x)); -ones(1, length(x))];
and for the right hand side take the upper and lower bound
b = [upperBound; -lowerBound];
Titus

Catégories

En savoir plus sur Nonlinear Optimization dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by