MATLAB: How can i write an objective function with 10 variables and each variable having constraints

functionoptimization

I am trying to optimize a function using Particle Swarm Optimization,and the function which I have to optimize have 10 variables, with each having a lower and upper bound. I want to know how i can write such an objective function. Do I have to put the constraints in the main algorithm or in the objective function file??

Best Answer

See http://www.mathworks.com/help/gads/ga.html#inputarg_LB

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MATLAB: Specifying constraints for optimization using GA

As documented, when using a custom population type, "ga ignores all constraints, including bounds, linear constraints, and nonlinear constraints." So your custom creation, crossover, and mutation functions must enforce your constraints.

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: How to index lmi constraints

Something like this would be a complete vectorization

n = 3;
[i,ii] = find(triu(ones(n),1));
index = sub2ind([n n],i,ii)
a1 = binvar(length(i),1);
a2 = binvar(length(i),1);
K = sdpvar(n);
F = [implies(a1, K(index) <= -0.1), implies(a2, K(index) >= 0.1), a1 + a2 == 1]

Best Answer

Related Solutions

MATLAB: Specifying constraints for optimization using GA

MATLAB: How to index lmi constraints

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