Formulating maximization problem subject to null-space constraint
Mostra commenti meno recenti
I have a maximization problem subjected to a null-space constraint in the form:
Q = max f(x);
subject to: Nullspace(P(x)*H') = 0
Here, 'x' is the independent variable. 'P' is dependent on 'x' and is a matrix. 'H' is a constant matrix.
How can i formulate this optimization problem in MATLAB ? Using 'fmincon' it seems not possible because the equality constraint is a matrix.
6 Commenti
Torsten
il 2 Lug 2019
P(x) is a matrix ?
Hirak Basumatary
il 2 Lug 2019
Torsten
il 2 Lug 2019
What are the dimensions of H and P(x) ?
Hirak Basumatary
il 2 Lug 2019
Torsten
il 2 Lug 2019
Then P*H' is 6x12, and the nullspace can never be 0.
Bruno Luong
il 2 Lug 2019
Exact. One more reason why the problem as stated is meaningless
Risposte (1)
Bruno Luong
il 2 Lug 2019
Modificato: Bruno Luong
il 2 Lug 2019
0 voti
FMINCON (or any optimizer) cannot solve this kind of problem, your asmmissible space is not close set, since the constraint can be written as abs(smallest eigen values) > 0.
Categorie
Scopri di più su Direct Search 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!