Passing a function output to both objective function and nonlcon in fmincon

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Jack
Jack 2018년 11월 28일
댓글: Jack 2018년 11월 28일
I am solving the optimisation of a function: f(y(x),x) with the non-linear constraint: g(y(x),x) with resect to u. Written in MATLAB as something like:
fmincon(@(x)(f(y(x),x)),x0,[],[],[],[],xlb,xub,@(x)deal(g(y(x),x),[]))
Is there any way to calculate y once per iteration? (without using globals)

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