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multistage stochastic programming optimization

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Amalia
Amalia 2011 年 7 月 18 日
hey, I want to solve an (non-lenear) multistage optimization problem. the problem is based on a scenario tree. The variables I want to be changed are a matrix. whithin all the constraints, there is the nonstraint that in each stage same of the controlled variable has to be equal. fmincon cannot be used in this case right? do anyone knows if there is any other function that could help?? what about MINOS?
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Amalia
Amalia 2011 年 7 月 18 日
could i may put the constrain of equality among some of the variables in the subfanction which i am minimizing?

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