CODEWITHSUNDEEP
matlaboptimizationmax
Masan
Masan

Reputation: 345

How to write Max(L)<1 without using MAX func in MATLAB

I have an optimization problem which is solved with fmincon. In this problem I have a constraint that says every element of the vector L must be less than or equal to 1. So basicaly I can add this constraint like this 

C=max(L)-1 ; % C(X)<0

But now I want to write the above constraint with out using Max function.
Any idea?

Upvotes: 0

Views: 82

Answers (1)

user3717023
user3717023

Reputation:

every element of the vector L must be less than or equal to 1.

This should be written as a set of constraints, not a single constraint. Artificially bundling the constraints L(1)<=1, L(2)<=1, ... into one constraint is just going to cause more pain to the solver.

Example with linear constraints: minimizing -x(1)*x(2) subject to x(1)<=1 and x(2)<=1

fmincon(@(x) -x(1)*x(2), [0.5; 0.5], [1 0; 0 1], [1; 1])

(Here the simple form fmincon(fun,x0,A,b) is used.)

Example with nonlinear constraints: minimizing -x(1)*x(2) subject to x(1)^2+x(2)^2<=1 and x(1)+x(2)^2<=1

fmincon(@(x) -x(1)*x(2), [0.1; 0.1], [],[],[],[],[],[], @(x) deal([x(1)^2+x(2)^2-1; x(1)+x(2)^2-1],[]))

Here the form fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon) is used, where nonlcon returns multiple inequality constraints and equality constraints. Specifically, the first output of the nonlinear constraint function is [x(1)^2+x(2)^2-1; x(1)+x(2)^2-1]; both of these are required to be <=0. The second output, nonlinear equality constraints, is an empty array.

Upvotes: 1

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