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

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 admitthe 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 solutionfminsearch(rosen,[3 3])ans =1.0000 1.0000% Lower bounds, no upper boundsfminsearchbnd(rosen,[2.5 2.5],[2 2],[])ans =2.0000 4.0000Lower bounds on both vars, upper bound on x(2)fminsearchbnd(rosen,[2.5 2.5],[2 2],[inf 3])ans =2.0000 3.0000