MATLAB中的约束最小化 [英] Constrained minimization in MATLAB

问题描述

我想解决一个受约束的最小化问题，我正在寻求有关如何构建代码的帮助.

I want to solve a constrained minimization problem and I am asking for some help on how to structure the code.

我知道fmincon是我应该通过处理参数@mycon来使用的，但是我正在努力使其适应我的情况.任何建议将不胜感激.

I understand that fmincon is what I should use by playing with the argument @mycon but I am struggling in adapting it to my case. Any suggestion would be extremely appreciated.

这些是我的文件(a和b是预定义的参数):

These are my files (a and b are predefined parameters):

1. f1.m

function [y1, y2, y3]=f1(x1, x2, a)
...
end

f2.m

function w1=f2(x1, x2, y2, y3, b)
...
end

我要编码的问题:

min y1 w.r.t x1，x2
例如y1<=w1

min y1 w.r.t x1, x2
such that y1<=w1

推荐答案

您可以使用 fmincon 如下:

You could use fmincon as follows:

x = fmincon(@(x) f1(x(1), x(2), a), [x1_start x2_start], [], [], [], [], [], [], @(x) mycon(x(1), x(2), a, b));
x1 = x(1)
x2 = x(2)

，其中mycon定义为:

% C <= 0 and Ceq == 0
function [C, Ceq] = mycon(x1, x2, a, b)
    [y1, y2, y3] = f1(x1, x2, a);
    C = y1 - f2(x1, x2, y2, y3, b);
    Ceq = [];
end

和x1_start和x2_start在Matlab使用的迭代求解器中x1和x2的起始值.

and x1_start and x2_start the starting values for x1 and x2 in the iterative solver used by Matlab.

请查看matlab文档和示例以获取更多信息.

这篇关于MATLAB中的约束最小化的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！