MATLAB: Non linear Optimization problem.

Question

Dear all,

I have a problem where 4 parameters (A,B,C,D) feed into 5 nonlinear inequalities.

I would like to minimize the product of those parameters (A*B*C*D).

Could I have any more insight (useful link or so)?

Thanks

Answer 1

As the Optimization Decision Table shows, fmincon is the correct solver to use for this problem. As the documentation shows, you should put your parameters A, B, C, and D into a vector x, so

 A = x(1);
 B = x(2);
 C = x(3);
 D = x(4);

Write your nonlinear inequality constraints in the form specified in Nonlinear Constraints. For a simple example, see this example.

Alan Weiss

MATLAB mathematical toolbox documentation