How to solve linear optimization problem with non linear conditions in MATLAB?
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How to solve this optimization problem in MATLAB? How it can be solved using “linprog” as it has nonlinear constrains? Can you suggest any other better way of doing that in MATLAB?
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Alan Weiss
2014 年 12 月 22 日
If you look in the Optimization Decision Table, when you have a linear objective and general smooth constraints, you should use fmincon.
It is conceivable that you could reformulate your problem to have a quadratic objective and linear constraints. In that case, you could use quadprog.
Alan Weiss
MATLAB mathematical toolbox documentation
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