1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
|
// Example with objective function and inequality constraints
function y=fun(x)
y=0
for i = 1:20
y = y + exp(x(i))
end
endfunction
x0 = repmat(1,1,20);
lb = repmat(0,1,20);
A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);];
b=[-100 -50]';
//Nonlinear constraints
function [c,ceq]=nlc(x)
cfor = 0;
for i = 1:20
cfor = cfor + 2*exp(x(i))
end
c = [ cfor + 1];
ceq = [];
endfunction
[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc)
|
