Borrar filtros
Borrar filtros

How to impose multiple inequality constraints on fmincon?

5 visualizaciones (últimos 30 días)
How should I provide two inequality constraints as:
A1*x < b1
A2*x < b2
where the syntax is like this:
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
My mathematical constraint is this, actually:
-B < x(i+1)-x(i) < B

Respuesta aceptada

Titus Edelhofer
Titus Edelhofer el 13 de Sept. de 2012
Hi,
for the left hand side, you multiply by -1, i.e.,
-x(i+1) + x(i) <= B
And combining is easy:
A = [A1; A2];
b = [b1; b2];
Titus

Más respuestas (0)

Categorías

Más información sobre Nonlinear Optimization en Help Center y File Exchange.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by