Optimization Toolbox - Equality Contraint for matrix inputs

Hi.

This is more a request than a question.

I was wondering if the function fmincon and the likes from the Optimization Toolbox, could support equality contraints for matrix inputs i.e, for the constraints of type

where x is the variable to optimize and, currently, has to be a column vector.

The work around is, obviously to flatten x to a column, same goes with $beq#$. Biggest drawback is that will have to increase a lot in size.

The reason why I want this is because I want to apply the "same kind" of contraint to columns 1 and 2 of x.

This seems to be not possible because I get the following error:

Error using fmincon (line 301)
Row dimension of Aeq is inconsistent with length of beq.

Thank You.

Answer 1

[Alan Weiss]

You might find that this type of structured constraint is handled most easily using the problem-based approach. See, for example, Solve Sudoku Puzzles Via Integer Programming: Problem-Based.

Alan Weiss

MATLAB mathematical toolbox documentation