求解多变量box约束的最优化的matlab函数 fminsearch--ound constrained optimization using fminsearch

最新推荐文章于 2021-10-19 09:51:43 发布

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最新推荐文章于 2021-10-19 09:51:43 发布

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分类专栏： Matlab 文章标签： optimization matlab 优化 transformation exchange download

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What is this?

Author:

John D'Errico

Summary:

Bound constrained optimization using fminsearch.

MATLAB Release:

R14SP1

Editor's Notes:

This is a File Exchange Select file.

Select files are submissions that have been peer-reviewed and approved as meeting a high standard of utility and quality.

Description:

Fminsearch does not admit bound constraints.
However simple transformation methods exist to
convert a bound constrained problem into an
unconstrained problem.

Fminsearchbnd is used exactly like fminsearch,
except that bounds are applied to the variables.
The bounds are applied internally, using a
transformation of the variables. (Quadratic for
single bounds, sin(x) for dual bounds.)

The bounds are inclusive inequalities, which admit
the boundary values themselves, but will not permit
ANY function evaluations outside the bounds.

Note that fminsearchbnd allows the user to exactly fix a variable at some given value, by setting both bounds to the exact same value.

Example usage:
rosen = @(x) (1-x(1)).^2 + 105*(x(2)-x(1).^2).^2;

% unconstrained fminsearch solution
fminsearch(rosen,[3 3])
ans =
1.0000 1.0000

% Lower bounds, no upper bounds
fminsearchbnd(rosen,[2.5 2.5],[2 2],[])
ans =
2.0000 4.0000

Lower bounds on both vars, upper bound on x(2)
fminsearchbnd(rosen,[2.5 2.5],[2 2],[inf 3])
ans =
2.0000 3.0000