In MATLAB, you can use the fmincon function to minimize non-linear inequalities. The general syntax of the fmincon function is as follows:
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where
fun is a handle to the objective function.x0 is the initial guess of the solution.A and b are matrices that define the non-linear inequality constraints A*x <= b.Aeq and beq are matrices that define the non-linear equality constraints Aeq*x = beq.lb and ub are the lower and upper bounds of the optimization variables.Here's an example code that illustrates how to use fmincon to minimize a non-linear inequality:
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In this example, the objective function is the Rosenbrock function, which has a non-linear inequality constraint x2 - x1 <= 1. The fmincon function is called with the objective function, the initial guess of the solution, the non-linear inequality constraint, and the lower and upper bounds of the optimization variables. The output x is the solution to the optimization problem, and fval is the value of the objective function at x.
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