What alternatives can I use for fsolve?

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Manuela Gräfe
Manuela Gräfe il 10 Mag 2017
Modificato: Matt J il 10 Mag 2017
Hello,
currently I am using the fsolve-function to solve non-linear equations.
Sometimes the solver is successful, sometimes not. I am missing the opportunity to set constraint conditions like:
x(1) > x(2) or
x(1) > 0
For example I have 20 unknown values and 20 equations. But there is more than one solution.
Some of the unknowns are time variables and they have a specific order. So t2 can't be negative or smaller than t1.
What other solver is recommend for this?
Thank you.

Risposta accettata

Matt J
Matt J il 10 Mag 2017
Modificato: Matt J il 10 Mag 2017
If you have constraints that are more complicated than simple bounds, you should be using fmincon rather than fsolve. Basically, if F(x) is the objective you are feeding to fsolve, you would instead use fmincon to minimize norm(F(x))^2 subject to any constraints that you have.

Più risposte (1)

Torsten
Torsten il 10 Mag 2017
If you have a condition x(1)>x(2), you can work with y(1)=x(1) and y(2)=x(1)+x(2)^2 as new variables.
If you have a condition x(1)>0, you can work with y(1)=x(1)^2 as new variable.
Best wishes
Torsten.

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