nonlinear optimization with dynamic constraints

5 views (last 30 days)
Hi all
Is it possible to assign a dynamic set of constraints when using an optimization routine such as fmincon? Specifically I am trying to solve a problem with 3 variables and I'd like to have the bounds on the last variable depend on the sign of the first variable.
edit: the bounds on the third variable are set in advance (bound_pos & bound_neg).

Accepted Answer

Alan Weiss
Alan Weiss on 10 Mar 2014
While you can program anything you like into a nonlinear constraint function, I recommend that you solve the problem twice, one with bounds set assuming that x(1) is positive, the other assuming that x(1) is negative. Then examine your solutions and take the one that is consistent with your assumption.
Alan Weiss
MATLAB mathematical toolbox documentation
  1 Comment
Jakob Sievers
Jakob Sievers on 11 Mar 2014
Thanks for this comment as well. I figured out that I might be able to narrow down the sign of that third parameter before using an optimization routine so I could make due with just one run. Cheers

Sign in to comment.

More Answers (0)

Community Treasure Hunt

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

Start Hunting!