how to write series of multiple non-linear constraints for optimization using fmincon in MATLAB?

1 回表示 (過去 30 日間)
Hi, I have serios of multiple non-linear constraints and i am stuck how to write them in MATLAB, please help me out how to write the overall sum for n values. I have attached the problem below.
e.g. if phi and tau are the optimal variables which are x(1) and x (2) and the value of beta = 5,
Rn is the sumrate of main code and Rn' is the sumrate threshold value (10*1000) ,
function [c,ceq]=constraints(x)
how to erite the other constraints?
thank you in advance
  3 件のコメント
Maheen Fazal
Maheen Fazal 2019 年 9 月 17 日
Hi sir, here is my objective function
shall i use linsolve instead of fmincon?
Maheen Fazal
Maheen Fazal 2019 年 9 月 17 日
how it can be linear beacuse i have Prn equal to this.



xi 2019 年 9 月 17 日
編集済み: xi 2019 年 9 月 17 日
You have 2n parameters, named X1,X2...Xn(for phi) and Xn+1...X2n (for tau).
You need to write the constraints in the vectorized format of Ax-b<0, where A is a matrix, b is a vector. The #rows of A as well as the length of b is determined by how many contraints you have, and the #columns is 2n (number of parameters).
In your case, the first three sets of constraints are linear constraints (total of 1+1+2n=2n+2). Your A matrix should have 2n+2 rows:
A(1,:)= [ones(1,n),zeros(1,n)];
A(2,:)= [zeros(1,n),ones(1,n)];
  10 件のコメント
xi 2019 年 10 月 3 日
I don't see anything wrong. Just use the compact version. The way I wrote separately for A(1,:) and A(2,:) is just to help explain. Note that, 2 rows mean 2-constraint equations, not 2-parameters. It should also work unless A was already defined and you are likely to get the dimension mismatch error,
Maheen Fazal
Maheen Fazal 2019 年 10 月 4 日
Yes you are right, i have two parameters and for both parameters there are two separate equations.
so for that i wrote linear inequality constraints like this as mentioned below, but still not getting the proper graph.


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