fmincon optimization with integral function

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SG
SG 2018 年 7 月 30 日
回答済み: Walter Roberson 2018 年 7 月 30 日
I'm trying to minimize the area of a function using fmincon and integral function My function is as given below
func = @(x)integral((@(l)(x(1)-l)),x(2),x(3),'ArrayValued',true);
...
[x, fval] = fmincon(func,x0,A,b,Aeq,beq,lb,ub,nonlcon);
The error I'm seeing is -
Input arguments to function include colon operator. To input the colon character, use ':' instead.
Error in fmincon (line 635) initVals.nceq = ceqtmp(:);
Error in flattop (line 15) [x, fval] = fmincon(func,x0,A,b,Aeq,beq,lb,ub,nonlcon);
Error in Load_Shift_Flat (line 118) [pnew, tstart, tending] = flattop(peak_load,tsta,tend,pmax,e(i-1));
I'm trying to optimize for 3 variables and l is an array which is an input to the flattop function
  2 件のコメント
Walter Roberson
Walter Roberson 2018 年 7 月 30 日
It looks like the problem is in your nonlcon. What have you passed there?
The error would be consistent with your nonlcon returning a function handle when a value is expected.
SG
SG 2018 年 7 月 30 日
So it is a function which uses 2 global variables from the workspace
function [c,ceq] = areaunderc(x)
global ene;
global l;
energ = ene;
c = [];
ceq = @(x)integral(@(l)(l - x(1)),x(2),x(3)) - energ;
end

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採用された回答

Walter Roberson
Walter Roberson 2018 年 7 月 30 日
Remove the @(x) in the definition of ceq in your nonlcon. You are returning a handle to a function where you need to return a definite value for the current input.

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