How to solve optimization problems with constraints of differential equations constraints ?

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xin
xin 2024 年 8 月 30 日
回答済み: Sam Chak 2024 年 8 月 30 日
I want to use the fmincon function but I don't know how to write constraints with differential equations.
  2 件のコメント
Sam Chak
Sam Chak 2024 年 8 月 30 日
Are you able to find some relevant constrained problems in the fmincon documentation?
xin
xin 2024 年 8 月 30 日
In the help file, it seems that fmincon can only handle non-linear constraints.

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回答 (1 件)

Sam Chak
Sam Chak 2024 年 8 月 30 日
Hi @xin
This optimization problem in this example has the following:
  • a linear equality constraint,
  • three linear inequality constraints,
  • a nonlinear equality constraint, and
  • two nonlinear inequality constraints.
Follow the example to correctly describe the constraints in your code. Start with a simple univariate problem before progressing to a multivariate problem.

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