setting a vector sum as a lower and upper bound in fmincon

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William
William 2011 年 7 月 21 日
I would like to set a constraint for the optimization problem to be solved by fmincon so that the vector, x, of solution values has values that sum between two scalar values. Is there a way to do this?

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Titus Edelhofer
Titus Edelhofer 2011 年 7 月 21 日
Hi,
yes there is: add to the matrix "A" (inequalities) two lines
A = [ones(1, length(x)); -ones(1, length(x))];
and for the right hand side take the upper and lower bound
b = [upperBound; -lowerBound];
Titus

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