fixiing a component of input vector in fmincon
조회 수: 4 (최근 30일)
이전 댓글 표시
Hi all,
I am using fmincon to optimize a nonlinear program as:
fun = @(x)obj_fun(x);
[w,fval] = fmincon(fun,w0,[],[],[],[],lb,ub,[],options);
I would like to know if there is possible to fix a component of x ?
let's assume x is in R^4 and the third component is fixed to 1. something like this:
x = (x1,x2,1,x3,x4)
댓글 수: 0
채택된 답변
Brendan Hamm
2015년 3월 11일
There are multiple options for this (one is to simply fix it within your objective function). The other is to use your equality constraint of the form Aeq*x=beq. Set:
Aeq = [0 0 1 0 0];
beq = 1;
[w,fval] = fmincon(fun,w0,[],[],Aeq,beq,lb,ub,[],options);
The actual constraints are allowed to be violated within a specified tolerance. See the options for fmincon if you would like to control the tolerance.
추가 답변 (0개)
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!