Result of fmincon()
3 ビュー (過去 30 日間)
古いコメントを表示
In this code:
x0 = [1 1]; % Starting point
UB = [1 1]; % Upper bound
LB = [0 0]; % Lower bound
options = optimset('LargeScale', 'off', 'MaxFunEvals', 1000, 'TolFun', 1e-6, 'TolCon', 1e-6, 'disp', 'off');
% Create constraint bound vector:
n = 50; % Number of Pareto points
eps_min = -1; eps_max = 0;
epsval = eps_min:(eps_max - eps_min)/(n-1):eps_max;
% Solve scalarized problem for each epsilon value:
xopt = zeros(n,length(x0));
for i=1:n
xopt(i,:)=fmincon('obj_eps', x0, [], [], [], [], LB, UB,...
'nonlcon_eps', options, epsval(i));
end
function [C,Ceq] = nonlcon_eps(x, epsval)
Ceq = [];
C(1) =x(2)+(x(1)-1)^3;
C(2) = -x(1) - epsval;
this solution
xopt(1,:) = [0.999999999395037, 2.08338048669441e-10]
has been obtaind by fmincon() . However, when I use it to get the constraints value, the results were:
C(1) = 2.0834e-10
C(2) = 6.0496e-10
C(1) and C(2) are > 0, the solution xopt(1,:) violated the constraints. Therefore, it should not be returned by fmincon().
I could not understand why the fmincon() returned it as a best solution?
0 件のコメント
回答 (1 件)
Alan Weiss
2019 年 10 月 6 日
Alan Weiss
MATLAB mathematical toolbox documentation
2 件のコメント
Matt J
2019 年 10 月 6 日
Note however that you can do a bit better with constraint enforcment by replacing C(2) with a bound constraint
UB = [1 1]; % Upper bound
LB = [-epsval 0]; % Lower bound
simple bound constraints can be enforced exactly by fmincon.
参考
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!