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How can I converged to a solution using these constraints?
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Hello Everyone, I have an optimization problem to minimize my objective function which is a function of x. My constraints are following: If x is (30,1)
P*x*t<=0.5*P*t
P1*x(1:10)*t<=0.2*P*t/3
P2*x(11:20)*t<=0.2*P*t/3
P3*x(21:30)*t<=0.2*P*t/3
P-norm(sum(x(1)+x(11)+x(21))+sum(x(2)+x(12)+x(22))+......)<=1
I am using fmincon and my problem is converging to an infeasible point. Without the P-norm constraint, rest of the constraints are good, but when I apply the P-norm constraints, its failing.
2 Comments
Torsten
on 8 Mar 2018
Your constraint reads
abs(sum(x)) <= 1
Is it this you want to set ?
Best wishes
Torsten.
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