Matlab内置的约束优化函数用法课件

约束优化-Matlab约束优化-MatlabfminconhelpfmincondocfmincontypefminconEditfminconx=fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)fminconKarush-Kuhn-Tucker(KKT)conditionsKarush-Kuhn-Tucker(KKT)condi例1线性约束fmincon

linprog也可解此类问题lingprog例1线性约束fmincon

linprog也可解此类问题f=[53];A=[53;-1-1;-10;0-1];b=[70;-15;-5;0];x0=[0;0];[x,fval]=linprog(f,A,b,[],[],[],[],x0)x=linprog(f,A,b,Aeq,beq,lb,ub,x0)f=[53];x=linprog(f,A,b,Aeq,f=[53];A=[53;-1-1];b=[70;-15];x0=[0;0];lb=[5;0];[x,fval]=linprog(f,A,b,[],[],lb,[],x0)x=linprog(f,A,b,Aeq,beq,lb,ub,x0)f=[53];x=linprog(f,A,b,Aeq,functionf=ros(x)f=5*x(1)+3*x(2);A=[53;-1-1];b=[70;-15];x0=[0;0];lb=[5;0];[x,fval]=fmincon(@ros,x0,A,b,[],[],lb)x=fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)functionf=ros(x)x=fmincon(fMatlab内置的约束优化函数用法ppt课件Matlab内置的约束优化函数用法ppt课件Matlab内置的约束优化函数用法ppt课件例2:Rosenbrock‘sFunction

非线性约束fmincons.t.例2:Rosenbrock‘sFunction

非线性约x=fmincon(@myfun,x0,A,b,Aeq,beq,lb,ub,@mycon)wheremyconisaMATLABfunctionsuchasfunction[c,ceq]=mycon(x)c=...%Computenonlinearinequalitiesatx.ceq=...%Computenonlinearequalitiesatx.x=fmincon(@myfun,x0,A,b,Aeq,functionf=rosenbrock(x)f=100*(x(2)-x(1)^2)^2+(1-x(1))^2;functionf=rosenbrock(x)function[c,ceq]=unitdisk(x)c=x(1)^2+x(2)^2-1;ceq=[];function[c,ceq]=mycon(x)c=...%Computenonlinearinequalitiesatx.ceq=...%Computenonlinearequalitiesatx.function[c,ceq]=unitdisk(xx=fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)

options=optimset('Display','iter','Algorithm','active-set');[x,fval]=fmincon(@rosenbrock,[00],...[],[],[],[],[],[],@unitdisk,options)[x,fval]=fmincon(@rosenbrock,[00],[],[],[],[],[],[],@unitdisk)x=fmincon(fun,x0,A,b,Aeq,beq例3线性和非线性约束fmincon例3线性和非线性约束fminconMatlab内置的约束优化函数用法ppt课件Matlab内置的约束优化函数用法ppt课件x=fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)x=fmincon(fun,x0,A,b,Aeq,beqMatlab内置的约束优化函数用法ppt课件例4

ConstrainedMinimizationUsingpatternsearch

patternsearch例4

ConstrainedMinimizationUsfunctiony=simple_objective(x)y=(4-2.1*x(1)^2+x(1)^4/3)*x(1)^2+x(1)*x(2)+(-4+4*x(2)^2)*x(2)^2;functiony=simple_objective(function[c,ceq]=simple_constraint(x)c=[1.5+x(1)*x(2)+x(1)-x(2);-x(1)*x(2)+10];ceq=[];function[c,ceq]=simple_conObjectiveFunction=@simple_objective;X0=[00];%StartingpointLB=[00];%LowerboundUB=[113];%UpperboundConstraintFunction=@simple_constraint;[x,fval]=patternsearch(ObjectiveFunction,X0,[],[],[],[],...LB,UB,ConstraintFunction)ObjectiveFunction=@simple_oboptions=psoptimset('PlotFcns',{@psplotbestf,@psplotmaxc