how to write the constraints in the linear programing if ...
1 view (last 30 days)
Show older comments
Hello all ,
i hope you all are doing great.
i am using a fmincon function to do my optimization, however, one of my constraints "beta" should be written as :
(symsum (beta(i,j), i , 1 , k)< E ) for all j belongs to w, where k, E and w are just number.
how could i write that in terms of A , b, .. ??
your help will be greatly appreciated.
thanks in advance.
1 Comment
Walter Roberson
on 5 Jan 2016
If w is just a number, then j cannot "belong to" w.
Is the constraint that the sum of each column of beta must be less than E? Or is the constraint that the sum of an initial portion of each column of beta must be less than E?
Is beta a variable in your optimization? Or are the k, E, or w variables of your optimization?
Is beta numeric or symbolic?
If your beta is a 2D array then how are working with it in fmincon, as fmincon expects only a vector of variables?
Answers (0)
See Also
Categories
Find more on Nonlinear Optimization in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!