MATLAB: Setting Linear constraints GA

constriantsgalinear programmingMATLABoptimization tool box

Using the optimization toolbox with the GA solver. My variables are such that they cannot be within a certain range [g,f], i.e must be:
y(i)<g
OR
y(i)>f
where f is larger than g. I then put this in the standard LMI form with:
A.y<b
The toolbox returns an in-feasibility error; which is no surprise, as no single point can satisfy both of the above inequalities simultaneously.
Is there an OR or similar function so I can implement the constraints in the toolbox?

Best Answer

There is documentation about OR constraints here.
That said, it seems to me that you really have a binary kind of problem here, where you need to optimize over a decision variable x(i) that can be 0 or 1, and when it is 0 you have y(i) < g, and when 1 you have y(i) > f. You might have better luck after reformulating your problem this way, or by making an exhaustive search over all binary choices.
Alan Weiss
MATLAB mathematical toolbox documentation
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