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Linear Constraint Fmincon Function Form

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Michael Patterson
Michael Patterson on 25 Jul 2020
Closed: MATLAB Answer Bot on 20 Aug 2021
Hi
I am using fmincon and require a few linear equality and inequlity constraints. I am happy putting two of them into the matrix forms of Ax=b and Aeqx = beq but the third constraint requires me to call a function using values of x? Does anyone know how to do this? I have currently created a nonlcon function for it but it is linear so I don't know the effect of doing this?
for i = 1:N
ceq(i) = V{i}(2) - semistatic_mini(t{i}(1:2),I{i}(1:2),OCVfun,x(4),x(1),x(2),x(3),x(4+i),x(4+N+i),x(4+(2*N)+i));
end

Answers (1)

Matt J
Matt J on 25 Jul 2020
Edited: Matt J on 25 Jul 2020
I have currently created a nonlcon function for it but it is linear so I don't know the effect of doing this?
There's nothing wrong with doing that if it really is computationally prohibitive to obtain a matrix representation of the function. However, if your function is not computationally intensive, a simple tool to obtain its matrix form is this FEX submission,
  2 Comments
Matt J
Matt J on 25 Jul 2020
You're welcome, but please Accept-click the answer if your issue is resolved.

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