simple fmincon problem, optimization toolbox
Mostra commenti meno recenti
I have an optimization problem in
that Matlab solves depending on the initial value given. First, I give X0 = [10 10 10] as the initial value, and ok. But then I give X0 = [0 0 0] as the initial value, which is not a minimum, Matlab gives it as the minimum. Why?
FUN = @(x)-prod(x);
X0 = [10 10 10];
A = [-1 -2 -3;
1 2 3];
B = [0 ; 72];
options = optimset('Display','iter');
X = fmincon(FUN, X0, A, B, [], [], [], [], [], options)
FUN = @(x)-prod(x);
X0 = [0 0 0];
A = [-1 -2 -3;
1 2 3];
B = [0 ; 72];
options = optimset('Display','iter');
X = fmincon(FUN, X0, A, B, [], [], [], [], [], options)
Risposte (1)
The point X=[0,0,0] is a first order local minimum. It is a point of zero-gradient, and it satisfies the constraints. You made an unlucky initial guess.
Incidentally, if you are looking for solutions with positive x(i) it would probably be better, numerically, to use the equivalent objective function
FUN=@(x)-sum(log(x))
as well as to impose lower bounds lb=[0;0;0]
Categorie
Scopri di più su Multiobjective Optimization in Centro assistenza e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!