MATLAB: Fmincon

fmincon

For a constrained nonlinear multivariable function f(x) subject to the constraints as follows: c(x)≤0; ceq(x)=0; A·x≤b; Aeq·x=beq; lb≤x≤ub The object function and nonlinear function can have other parameters besides x.And when call fmincon just use the function handle @ respectively,for example,x = fmincon(@(x)myfun(x,m,n),x0,A,b,Aeq,beq,lb,ub,@(a,b)mycon(a,b));

I want to learn if Aeq can also have other parameters such as p,q ,The name of the .m file is myAeq for example and call fmincon like this x = fmincon(myfun,x0,A,b,@(p,q)myAeq(p,q),beq,lb,ub,@mycon);

Best Answer

No. fmincon() says that A, b, Aeq, and beq must be matrices. Function handles are not allowed for them. Only the objective function and the nonlinear constraint function can be function handles.

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MATLAB: Defining a stopping criterion for fmincon

Hi,

Yes, you can use optimset. You can directly use fmincon istead of createOptimProblem(but both work the same).

Hope this helps!

MATLAB: Problems with fmincon, how to solve

Your problem is convex, so you can use the CVX package if you want. Also, the solution should be the global minimum; not a local minimum. To use fmincon, do the following:

Equality/nonEquality constraint:

function [c,ceq]=mycon(x)
c(1) = x(1)^2 + x(2)^2 - 4*x(1) - 3*x(2) + 5;
c(2) = -x(1)^2 - x(2)^2 + 4*x(1) + 3*x(2) - 6; % notice the fixed typo
ceq = 2*x(1)^2 + 2*x(2)^2 - 3*x(1) - 3*x(2) - 2; 
end

Construct the problem and call fmincon:

clc
clear all
Aeq=[]; 
beq=[]; 
A=[]; 
b=[]; 
% if you are not sure that vector x is within lb and ub do not restrict it
lb = []; %lb=[-3,-3]; 
ub = []; %ub=[3,3]; % 
x0=[4,4];
myObj = @(x) x(1)^2 + x(2)^2 - 5*x(1) - 6*x(2) + 15;
nonlcon = @mycon;
options = optimoptions('fmincon','Algorithm','sqp','Display','iter-detailed','MaxFunctionEvaluations',100000, 'MaxIterations',2000, 'OptimalityTolerance' ,1e-10);
[x,cost] = fmincon(myObj,x0,A,b,Aeq,beq,lb,ub,nonlcon)

Output (global minimum):


Local minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.
<stopping criteria details>
x =
    1.6450    1.9007
cost =
    1.6896

Best Answer

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MATLAB: Defining a stopping criterion for fmincon

MATLAB: Problems with fmincon, how to solve

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