How to formulate a non convex equality constraint for fmincon?

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Viswanath Hariharan
Viswanath Hariharan 2018년 5월 1일
댓글: Torsten 2018년 5월 2일
I have an equality constraint that needs to be formulated into fmincon.
v'*Mp*v - v'*Mn*v - Pf = 0.
where Pf is a scalar variable, v is a variable vector, Mp and Mn are symmetric positive semi-definite matrices but -v'*Mn*v is a concave function. As a result, formulating the above equation as it is isn't working.
How do I formulate this constraint in MATLAB for fmincon?
  댓글 수: 1
Torsten
Torsten 2018년 5월 2일
"fmincon" does not take care of concavity or convexity of the functions involved. Thus I don't know why entering your formula as a nonlinear constraint in "nonlcon" should not work.
Best wishes
Torsten.

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