How to deal with discrete constraint fmincon
3 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hello! I'm writing the code for an optimization problem, and I'm having problem writing the equality constraints.
I have to write these constraints (discrete) and I don't know how to do it. I'm trying to write them into "Aeq", but I don't know how to handle this "sk+1" and "vk+1". Any ideas? Thank you
0 commentaires
Réponses (1)
Aurele Turnes
le 10 Fév 2021
You can write the equality constraint matrix by keeping track of the indices, or you can use the new problem-based workflow to define these constraints more easily.
Start by defining your variables for say N = 10
N = 10;
% Some made-up data
tau = 0.1;
vlower = 0;
vupper = 1;
s0 = 1;
sF = 2;
v0 = 0.1;
vF = 0.8;
% Define variables
a = optimvar('a', N);
s = optimvar('s', N);
v = optimvar('v', N, 'LowerBound', vlower, 'UpperBound', vupper);
Then your constraints are simply:
conS = s(2:end) == s(1:end-1) + tau*v(1:end-1);
conV = v(2:end) == v(1:end-1) + tau*a(1:end-1);
conInitS = s(1) == s0;
conFinalS = s(end) == sF;
conInitV = v(1) == v0;
conFinalV = v(end) == vF;
Note that you could write the same constraints with a for-loop instead, but it is always more efficient to vectorize your code as above.
% conS = optimconstr(N-1,1);
% for i = 1:N-1;
% conS(i) = s(i+1) == s(i) + tau*v(i);
% end
Then, just create your optimproblem and populate Objective and Constraints.
0 commentaires
Voir également
Catégories
En savoir plus sur Direct Search 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!