Formulating maximization problem subject to null-space constraint
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I have a maximization problem subjected to a null-space constraint in the form:
Q = max f(x);
subject to: Nullspace(P(x)*H') = 0
Here, 'x' is the independent variable. 'P' is dependent on 'x' and is a matrix. 'H' is a constant matrix.
How can i formulate this optimization problem in MATLAB ? Using 'fmincon' it seems not possible because the equality constraint is a matrix.
댓글 수: 6
Torsten
2019년 7월 2일
P(x) is a matrix ?
Hirak Basumatary
2019년 7월 2일
Torsten
2019년 7월 2일
What are the dimensions of H and P(x) ?
Hirak Basumatary
2019년 7월 2일
Torsten
2019년 7월 2일
Then P*H' is 6x12, and the nullspace can never be 0.
Bruno Luong
2019년 7월 2일
Exact. One more reason why the problem as stated is meaningless
답변 (1개)
Bruno Luong
2019년 7월 2일
편집: Bruno Luong
2019년 7월 2일
0 개 추천
FMINCON (or any optimizer) cannot solve this kind of problem, your asmmissible space is not close set, since the constraint can be written as abs(smallest eigen values) > 0.
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