Formulating maximization problem subject to null-space constraint

조회 수: 2 (최근 30일)
Hirak Basumatary
Hirak Basumatary 2019년 7월 2일
댓글: Bruno Luong 2019년 7월 2일
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
Torsten 2019년 7월 2일
Then P*H' is 6x12, and the nullspace can never be 0.
Bruno Luong
Bruno Luong 2019년 7월 2일
Exact. One more reason why the problem as stated is meaningless

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Bruno Luong
Bruno Luong 2019년 7월 2일
편집: Bruno Luong 2019년 7월 2일
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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