How to impose multiple inequality constraints on fmincon?

5 views (last 30 days)
How should I provide two inequality constraints as:
A1*x < b1
A2*x < b2
where the syntax is like this:
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
My mathematical constraint is this, actually:
-B < x(i+1)-x(i) < B

Accepted Answer

Titus Edelhofer
Titus Edelhofer on 13 Sep 2012
Hi,
for the left hand side, you multiply by -1, i.e.,
-x(i+1) + x(i) <= B
And combining is easy:
A = [A1; A2];
b = [b1; b2];
Titus

More Answers (0)

Categories

Find more on Get Started with Optimization Toolbox in Help Center and File Exchange

Community Treasure Hunt

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

Start Hunting!