Optimization with complicated constraints

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Yisroel
Yisroel le 14 Déc 2011
First off, thank you for you time.
The question is, can Matlab solve optimization problems with complicated constraints in the form:
1/(1-exp(x-y+a)) - 1/(1-exp(y-x+b)) > 1
where a and b are constants.
If so how??
Thanks again!!

Réponse acceptée

Laura Proctor
Laura Proctor le 14 Déc 2011
Yes, MATLAB can solve nonlinear optimization problems. Since it would be a lot to type everything out, this example nonlinear constrained minimization should take you step by step through the process.
The gist of the matter is that you will need to create a file that contains your nonlinear constraints - it will look something like this:
function [cin, ceq] = nlcon(x)
a = 2;
b = 2*a;
cin = 1 - 1/(1-exp(x(1)-x(2)+a)) + 1/(1-exp(x(2)-x(1)+b));
ceq = [];

Plus de réponses (2)

the cyclist
the cyclist le 14 Déc 2011
I believe that the fmincon() function http://www.mathworks.com/help/toolbox/optim/ug/fmincon.html in the Optimization Toolbox can do this.

Yisroel
Yisroel le 15 Déc 2011
Thanks a ton!
  1 commentaire
the cyclist
the cyclist le 15 Déc 2011
As a "thanks", you might consider accepting whichever answer you found most helpful. This will help people seeking similar answers.

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