Formulating maximization problem subject to null-space constraint
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I have a maximization problem subjected to a null-space constraint in the form:
Q = max f(x);
subject to: Nullspace(P(x)*H') = 0
Here, 'x' is the independent variable. 'P' is dependent on 'x' and is a matrix. 'H' is a constant matrix.
How can i formulate this optimization problem in MATLAB ? Using 'fmincon' it seems not possible because the equality constraint is a matrix.
6 commentaires
Torsten
le 2 Juil 2019
P(x) is a matrix ?
Hirak Basumatary
le 2 Juil 2019
Torsten
le 2 Juil 2019
What are the dimensions of H and P(x) ?
Hirak Basumatary
le 2 Juil 2019
Torsten
le 2 Juil 2019
Then P*H' is 6x12, and the nullspace can never be 0.
Bruno Luong
le 2 Juil 2019
Exact. One more reason why the problem as stated is meaningless
Réponses (1)
Bruno Luong
le 2 Juil 2019
Modifié(e) : Bruno Luong
le 2 Juil 2019
0 votes
FMINCON (or any optimizer) cannot solve this kind of problem, your asmmissible space is not close set, since the constraint can be written as abs(smallest eigen values) > 0.
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