Formulating maximization problem subject to null-space constraint
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I have a maximization problem subjected to a null-space constraint in the form:
Q = max f(x);
subject to: Nullspace(P(x)*H') = 0
Here, 'x' is the independent variable. 'P' is dependent on 'x' and is a matrix. 'H' is a constant matrix.
How can i formulate this optimization problem in MATLAB ? Using 'fmincon' it seems not possible because the equality constraint is a matrix.
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Bruno Luong
2019 年 7 月 2 日
編集済み: Bruno Luong
2019 年 7 月 2 日
FMINCON (or any optimizer) cannot solve this kind of problem, your asmmissible space is not close set, since the constraint can be written as abs(smallest eigen values) > 0.
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