What's the differences between bounds and linear equality constraints?
Afficher commentaires plus anciens
I'm trying to minimize an objective function f(x) with constraints, say, x(a:b) always equal to 0. I'm using fmincon() and thus can set the upper bound('ub') and lower bound('lb') of x(a:b) to be both 0, or in another way I can create a proper linear equality constraint ('Aeq' and 'beq') to set those elements of vector x to be 0. Will there be differences between these two ways? thanks. btw I'm using MATLAB R2015a.
Réponses (1)
If you use lb, ub then fmincon will know that they are simple bounds and can give them special and more efficient handling.
However, I think it is bad to use bounds to force variables to be a constant. Why treat x(a:b) as unknowns when you already know that they are zero? It just makes unnecessary extra work.
1 commentaire
Meng Ye
le 15 Fév 2016
Catégories
En savoir plus sur Choose a Solver dans Centre d'aide et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!