To maximize a function with linear constraints in MATLAB, you can use the fmincon function which stands for constrained optimization using MATLAB.
Here is an example code which will demonstrate how to use fmincon function:
main.m691 chars21 lines
In the above code, we first define the objective function we want to maximize. We then define the linear inequality constraints, in this case, given by the matrix A and vector b. We also define nonlcon
to be empty since we have no nonlinear constraints.
We then set optimization options and initial guesses for the variables, and call the fmincon
function with these arguments. The output of the function includes the maximum function value, the variables that maximize the function, and additional information about the optimization, such as the number of iterations taken.
Note that the -
prefix in front of fval
is used to maximize the function, rather than minimize.
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