How can ı solve this constraint optimization problem?
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Answers (3)
Star Strider
on 1 Aug 2020
I get the feeling that this is likely homework.
It would likely be easiest to use the fmincon function, although there are several functions that could do what you want. Note that the optimisation functions minimise the function they are given, so to maximise it, calculate the negative of the function you supply to fmincon.
John D'Errico
on 1 Aug 2020
Many things you can do, but since this is your homework, and there are already answrs posted, I'll just suggest a couple of things. Why not plot it? Look at the surface. Look at contours of the function on that domain.
Other things. You could differentiate it. Is there a zero of the gradient vector in that region? Is that at a maximum or minimum?
You could use optimization tools. FMINCON comes to mind. Or GA, or any of a number of tools.
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Bruno Luong
on 2 Aug 2020
Edited: Bruno Luong
on 2 Aug 2020
x0 must be provided base on what a priori your knowledge of where the soluion would be (yeah you definitvely need to read about optimization tools). In this example I direct to you, they select simply as
0.5*(lb+ub)
which is the middle point of the box, heuristically chosen.
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