MATLAB: Add optimization constraint using the maximum value of decision variables

Question

Hi, I need to add the following optimization constraint:

Where D_ij is a constant matrix and X_ij is a decision variable matrix.

I tried using:

max(D.*X,[],1)

but its output was :

Error using max

Invalid data type. First argument must be numeric or logical.

Does anyone know how to include it, please?

Thank you.

Answer 1

Your constraints are outside the scope of what the problem-based solver can handle. You will probably need to resort to ga(), which gives you a lot more freedom in the form of objectives and constraints that can be processed.