MATLAB: Hot to add constraints to non decision variables in fmicon

constraintsfminconnondecision variables

Hi I am using Fmincon to solve steady state optimization problem where I need to add constraints to non-decision variables how can I do this in fmincon.

regards Jayaram

Best Answer

You can write any constraints you like as nonlinear constraints.

Alan Weiss

MATLAB mathematical toolbox documentation

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MATLAB: Fmicon constraint violation issue

For a general question such as this, here is the general documentation:

Converged to an Infeasible Point

If you want more specific advice, then you need to give more details.

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: Call function in fmicon optimization failing

The fmincon documentation clearly states that the first input " fun is a function that accepts a vector or array x and returns a real scalar f, the objective function evaluated at x". So it only accepts one input, which can be a vector or matrix. How many inputs does revenue have?

You need to parameterize the function, e.g. using an anonymous function and assuming that all of HH, ro, etc. are defined in that workspace, and the first input price is that one that you want to optimize:

fun = @(x) revenue(x,HH,ro,g,eff,x0,N,k1);
fmincon(fun,...)

https://www.mathworks.com/help/optim/ug/passing-extra-parameters.html

https://www.mathworks.com/help/matlab/math/parameterizing-functions.html

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