MATLAB: Using fmincon can I update the constraints on each iteration? and how to make the solution of fmincon only 0 or 1

fminconoptimization

using fmincon can I update the constraints on each iteration? and how to make the solution of fmincon only 0 or 1? this is the algorithm

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You can specify integer/binary constraints only with intlinprog() and ga().

The constraints do not evolve throughout the optimization. Doing so would mean the algorithm is changing its mind about what it is searching for in the course of the search itself.

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MATLAB: Fmincon

Hi Ashley,

do I understand correctly: there are two entries in Aeq which you want to optimize as well? In this case Walter is right: you would need to put into the non linear constraint function (and add to the variables), i.e., your x will be in fact [x_1,...,x_n,A_1,A_2], where A_1 and A_2 do nothing in the objective function, but will be used in the constraint function (something like)

function [c,ceq] = mynonlin(xAll)
x = xAll(1:end-3);
Aeq = [1 xAll(end-1); 0 xAll(end)]; % example
beq = ...;
ceq = Aeq*x-beq;

Titus

MATLAB: What is a appropriate method to maximize function subject to nonlinear equality constraint? can we use fmincon

Yes, you can use a nonlinear constaint; see http://www.mathworks.com/help/optim/ug/fmincon.html#inputarg_nonlcon

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MATLAB: Fmincon

MATLAB: What is a appropriate method to maximize function subject to nonlinear equality constraint? can we use fmincon

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