MATLAB: How to use fmincon when beq is unknown in constraint Aeqx=beq

unknowns in constraint

I want to use the fmincon function, but my x as well as b is unknown. How do I solve this for the following small example: original xo-value: xo=[47; 80; 91; 138] This is a vector and not a matrix Aeq=[1 1 1 1] beq=sum(xo,1]

As is shown above, the beq depends on xo… How do I solve this problem?

Best Answer

A_eq*x gives sum(x,1). What you need to specify in beq is a certain numerical value for this sum (e.g. 5). Otherwise the relation A_eq*x=beq reads sum(x,1)=sum(x,1) which is always true and no constraint on x.

Or do you try to specify sum(x,1)=sum(xo,1) ? Then A_eq=[1 1 1 1] and beq=47+ 80+ 91+ 138.

Best wishes

Torsten.

Related Solutions

MATLAB: MILP-error with constraints

x = intlinprog(f,intcon,[],[],Aeq,beq,lb,ub);

Best wishes

Torsten.

MATLAB: Linprogr in Matlab not finding a solution when a solution exists

It looks to me LINPROG is flawed or buggy in your case. I try to remove suspected constraints and change beq so that the equality is satisfied by x, and LINPROG still fails.

load matrices
f=zeros(size(x,1),1);
Aeq = round(Aeq);
beq = Aeq*x;
keep = max(abs(Aineq),[],2)>1e-10;
all(x>=lb)
all(x<=ub)
all(Aineq*x<=bineq)
all(Aeq*x==beq)
% This will fail to return solution
options = optimoptions('linprog','Algorithm','interior-point','ConstraintTolerance',1e-3);
xlinprog = linprog(f,Aineq(keep,:),bineq(keep,:),Aeq,beq, lb, ub, options);

But if I call QUADPROG it will returns a solution

% This will returns a solution
H = sparse(size(x,1),size(x,1));
xquadprog = quadprog(H,f,Aineq(keep,:),bineq(keep,:),Aeq,beq, lb, ub);

Best Answer

Related Solutions

MATLAB: MILP-error with constraints

MATLAB: Linprogr in Matlab not finding a solution when a solution exists

Related Question