packfcn

Combine objective and nonlinear constraint functions

Syntax

objconstr = packfcn(obj,nlconst)

Description

objconstr = packfcn(obj,nlconst) combines the objective function obj and nonlinear constraint function nlconst into a function objconstr. The function objconstr(x) returns a structure suitable for a combined surrogateopt objective and constraint function. For information on converting between the surrogateopt structure syntax and other solvers, see Convert Nonlinear Constraints Between surrogateopt Form and Other Solver Forms.

Examples

Combine Objective and Constraint

Combine the objective and constraint from the example Constrained Nonlinear Problem Using Optimize Live Editor Task or Solver into a form suitable for surrogateopt.

Create the objective function as an anonymous function ros(x).

ros = @(x)100*(x(2) - x(1)^2)^2 + (1 - x(1))^2;

Create the nonlinear constraint helper function unitdisk, which appears at the end of this example. Save the helper function with the name unitdisk.m in the current folder.

Combine the objective and nonlinear constraint functions into one function suitable for surrogateopt.

objconstr = packfcn(ros,@unitdisk);

Specify bounds and solve the problem using surrogateopt.

lb = [-2 -2];
ub = -lb;
[x,fval] = surrogateopt(objconstr,lb,ub)

surrogateopt stopped because it exceeded the function evaluation limit set by 
'options.MaxFunctionEvaluations'.

x = 1×2

    0.7865    0.6183

fval = 
0.0456

This code creates the unitdisk helper function.

function [c,ceq] = unitdisk(x)
c = x(1)^2 + x(2)^2 - 1;
ceq = [ ];
end

Input Arguments

obj — Objective function

function handle | function name

Objective function, specified as a function handle or function name.

The resulting function objconstr contains the field Fval.

objconstr.Fval = obj

Data Types: char | string | function_handle

nlconst — Nonlinear constraint function

function handle | function name

Nonlinear constraint function, specified as a function handle or function name. Generally, the nonlinear constraint function returns two outputs.

[c,ceq] = nlconst(x)

The output c is a vector or array whose entries represent the inequality constraints c(x) ≤ 0. The output ceq is a vector or array whose entries represent the inequality constraints c(x) = 0. packfcn discards the ceq output.

The resulting function objconstr contains the field Ineq.

objconstr.Ineq = c

Data Types: char | string | function_handle

Output Arguments

objconstr — Combined objective and constraint function

function handle

Combined objective and constraint function, returned as a function handle. The function objconstr(x) returns a structure with the fields Fval and Ineq.

• objconstr.Fval(x) is the objective function obj(x).

• objconstr.Ineq(x) is the nonlinear inequality constraint function c(x), the first output of nlconst(x).

Version History

Introduced in R2020a