fixiing a component of input vector in fmincon

Hi all,

I am using fmincon to optimize a nonlinear program as:

     fun = @(x)obj_fun(x);
     [w,fval] = fmincon(fun,w0,[],[],[],[],lb,ub,[],options);

I would like to know if there is possible to fix a component of x ?

let's assume x is in R^4 and the third component is fixed to 1. something like this:

     x = (x1,x2,1,x3,x4)

Answer 1

[Brendan Hamm]

There are multiple options for this (one is to simply fix it within your objective function). The other is to use your equality constraint of the form Aeq*x=beq. Set:

Aeq = [0 0 1 0 0];
beq = 1;
[w,fval] = fmincon(fun,w0,[],[],Aeq,beq,lb,ub,[],options);

The actual constraints are allowed to be violated within a specified tolerance. See the options for fmincon if you would like to control the tolerance.

[Saber]

Thanks a lot for the answer. This is exactly what I was looking for.