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chenxh97银虫 (著名写手)
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[求助]
matlab最优化求解fmincon寻求帮助
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运行 [x,fval,exitflag]=fmincon(@opt_fun,x0,A,[100 90 80],Aeq,[20 20],lb,ub,@opt_con_EEVEN)结果有错误，结果应该是：x=[20 0 0 20 0 0]，但是运行的结果与初始值相同x0=[0 0 20 0 0 20]. 运行结果与相关值如下所示： >> [x,fval,exitflag]=fmincon(@opt_fun_EEVEN,x0,A,[100 90 80],Aeq,[20 20],lb,ub,@opt_con_EEVEN) Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 5.741181e-17. > In /usr/local/MATLAB/R2014a/toolbox/optim/optim/private/backsolveSys.p>backsolveSys at 17 In /usr/local/MATLAB/R2014a/toolbox/optim/optim/private/solveKKTsystem.p>solveKKTsystem at 15 In /usr/local/MATLAB/R2014a/toolbox/optim/optim/private/computeTrialStep.p>computeTrialStep at 66 In /usr/local/MATLAB/R2014a/toolbox/optim/optim/barrier.p>barrier at 357 In fmincon at 818 Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 8.881786e-18. > In /usr/local/MATLAB/R2014a/toolbox/optim/optim/private/backsolveSys.p>backsolveSys at 17 In /usr/local/MATLAB/R2014a/toolbox/optim/optim/private/solveKKTsystem.p>solveKKTsystem at 15 In /usr/local/MATLAB/R2014a/toolbox/optim/optim/private/computeTrialStep.p>computeTrialStep at 66 In /usr/local/MATLAB/R2014a/toolbox/optim/optim/barrier.p>barrier at 357 In fmincon at 818 Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the default value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance. <stopping criteria details> x = 0.0000 0.0000 20.0000 0.0000 0.0000 20.0000 fval = 6.4000e+03 exitflag = 1 其中 function y=opt_fun(x) global cc; y=sum(cc.*x); function [c,ceq]=opt_con_EEVEN(x) c=[]; ceq(1)=x(1)*(x(1)-20); ceq(2)=x(2)*(x(2)-20); ceq(3)=x(3)*(x(3)-20); ceq(4)=x(4)*(x(4)-20); ceq(5)=x(5)*(x(5)-20); ceq(6)=x(6)*(x(6)-20); A = 1 1 0 0 0 0 0 0 1 1 0 0 0 0 0 0 1 1 Aeq = 1 0 1 0 1 0 0 1 0 1 0 1 lb = 0 0 0 0 0 0 ub = 100 100 100 100 100 100 x0=0 0 20 0 0 20 cc = 1 1 20 20 300 300 |
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