MATLAB: GA optimization inequality constraints

Question

Hello community,

I have been trying to solve a optimization problem for which my inequality constrains are as follows:

Say if X is the solution (1*2000 matrix), my constraint is that every next value for the X matrix should be higher than the previous value. Lets say a is value of X at 1st position (X1) and b is the value at second X2. So constraint is b-a >= 0.01; To write it in terms of less than, since ga takes constraints as A.X<=b, we have (a-b <= -0.01).

But when iam trying to build A matrix and B matrix, when i give negative inputs in B matrix i always get the error: Could not find a feasible initial point.

Can someone help me in – how to define this constraint without using a negative constant value? or is there any other way to do the same? I have been struck in this problem for quite sometime. Please give me any siggestions.

Thanks.

Answer 1

The construction of the A and b matrices should be,

A=-diff(speye(2000));
b=-0.01*ones(2000,1);

If you have done this, then there is nothing incorrect about the way you have built the constraints, assuming X(i+1)-X(i)>=0.01 are indeed the conditions you want. You should investigate whether the problem truly does have a feasible solution under these constraints and whatever other constraints you have imposed.