linear equality constraint writing
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Saifullah Khalid
le 21 Juin 2017
Commenté : Saifullah Khalid
le 21 Juin 2017
I am facing difficulty to write linear inequality constraint given below. Here Φ, 48 element long vector, is decision variable where as P and μ are vectors of 48 elements each and λ is a constant. I shall appreciate any help.
λ * P ≤ μ * Φ
0 commentaires
Réponse acceptée
Walter Roberson
le 21 Juin 2017
lambda .* P <= mu * phi so
lambda .* P / mu <= phi
With lambda, P, and mu all being constants, this does not need to be written as a linear constraint. Instead, it can be written as lower bound: phi >= lambda .* P / mu so
x0 = .... %starting point
A = []; b = [];
Aeq = []; beq = [];
LB = lamda .* P ./ mu; UB = inf(1,48);
fmincon( fun, x0, A, b, Aeq, beq, LB, UB )
If you prefer to implement it as a linear constraint (perhaps because you are using a different minimizer) then
A = -eye(48); B = lambda .* P ./ mu;
6 commentaires
Voir également
Catégories
En savoir plus sur Get Started with Optimization Toolbox 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!