fminimax
조회 수: 1 (최근 30일)
이전 댓글 표시
Hello everyone,
I have to study robustness of my system, so my variables are uncertain and I have to add another variable to my objective function and it becomes:
original objective-function: myfun = @(x) sum (x(1:n)./polyval(p3,x(1:n)));
robust optimization : min max myfun = @(x) sum ([x(1:n) + r(1:n)]./polyval(p3,[x(1:n) + r(1:n)])); min for "x" and max for "r" .
"r" is the perturbation so it is very small,
my problem is non-convex and with non-linear constraints, and I solve the original problem with fmincon and it provides a good optimum.
For the robust optimization, I think that I can solve it by the fminimax, but I don't know how formulate it ??
Thanks,
댓글 수: 0
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Nonlinear Optimization에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!