How to formulate a non convex equality constraint for fmincon?

1 回表示 (過去 30 日間)
Viswanath Hariharan
Viswanath Hariharan 2018 年 5 月 1 日
コメント済み: Torsten 2018 年 5 月 2 日
I have an equality constraint that needs to be formulated into fmincon.
v'*Mp*v - v'*Mn*v - Pf = 0.
where Pf is a scalar variable, v is a variable vector, Mp and Mn are symmetric positive semi-definite matrices but -v'*Mn*v is a concave function. As a result, formulating the above equation as it is isn't working.
How do I formulate this constraint in MATLAB for fmincon?
  1 件のコメント
Torsten
Torsten 2018 年 5 月 2 日
"fmincon" does not take care of concavity or convexity of the functions involved. Thus I don't know why entering your formula as a nonlinear constraint in "nonlcon" should not work.
Best wishes
Torsten.

サインインしてコメントする。

サインインしてこの質問に回答する。

回答 (0 件)

カテゴリ

Help Center および File Exchange で Get Started with Optimization Toolbox についてさらに検索

タグ

製品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by