Non linear Optimization problem.
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Konstantinos Belivanis on 22 Jul 2015
Answered: Alan Weiss on 23 Jul 2015
I have a problem where 4 parameters (A,B,C,D) feed into 5 nonlinear inequalities.
I would like to minimize the product of those parameters (A*B*C*D).
Could I have any more insight (useful link or so)?
Alan Weiss on 23 Jul 2015
As the Optimization Decision Table shows, fmincon is the correct solver to use for this problem. As the documentation shows, you should put your parameters A, B, C, and D into a vector x, so
A = x(1);
B = x(2);
C = x(3);
D = x(4);
Write your nonlinear inequality constraints in the form specified in Nonlinear Constraints. For a simple example, see this example.
MATLAB mathematical toolbox documentation
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