【源码】基于fminsearch的约束优化函数fminsearchbnd, fminsearchcon

Fminsearch不支持约束条件的搜索。

Fminsearch does not admit bound constraints.

然而，可以采用简单的变换方法将约束问题转化为无约束问题。

However simple transformation methods exist to convert a bound constrained problem into an unconstrained problem.

Fminsearchbnd与fminsearch的使用方法非常相近，除了对变量的边界进行约束。

Fminsearchbnd is used exactly like fminsearch, except that bounds are applied to the variables.

在Fminsearchbnd内部进行了变量的转换。

The bounds are applied internally, using a transformation of the variables. (Quadratic for single bounds, sin(x) for dual bounds.)

这些边界包含不等式，并允许包括边界值本身，但是不允许任何超出边界的函数求解。

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

注意，fminsearchbnd允许用户通过将两个边界设置为完全相同的值，将变量精确地固定在某个给定值上。

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

使用举例：

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

% 无约束求解
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

本源码包括多个示例说明，下载地址：

http://page5.dfpan.com/fs/alacej1292610209169/

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