Matlab优化函数fmincon功能描述.pdf

function [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =

fmincon(FUN,X,A,B,Aeq,Beq,LB,UB,NONLCON,options,varargin)

%FMINCON finds a constrained minimum of a function of several variables.

% FMINCON attempts to solve problems of the form:

% min F(X) subject to: A*X <= B, Aeq*X = Beq (linear constraints)

% X C(X) <= 0, Ceq(X) = 0 (nonlinear constraints)

% LB <= X <= UB (bounds)

%

% FMINCON implements four different algorithms: interior point, SQP,

% function FUN, subject to the linear inequalities A*X <= B. FUN accepts

% input X and returns a scalar function value F evaluated at X. X0 may be

% a scalar, vector, or matrix.

%

% X = FMINCON(FUN,X0,A,B,Aeq,Beq) minimizes FUN subject to the linear

% equalities Aeq*X = Beq as well as A*X <= B. (Set A=[] and B=[] if no

% inequalities exist.)

%

% X = FMINCON(FUN,X0,A,B,Aeq,Beq,LB,UB) defines a set of lower and upper

% bounds on the design variables, X, so that a solution is found in

% and returns the vectors C and Ceq, representing the nonlinear

% inequalities and equalities respectively. FMINCON minimizes FUN such

% that C(X) <= 0 and Ceq(X) = 0. (Set LB = [] and/or UB = [] if no bounds

% exist.)

%

% X = FMINCON(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,OPTIONS) minimizes with

% the default optimization parameters replaced by values in OPTIONS, an

% argument created with the OPTIMOPTIONS function. See OPTIMOPTIONS for

% details. For a list of options accepted by FMINCON refer to the

% documentation.

% PROBLEM.ub, the nonlinear constraint function in PROBLEM.nonlcon, the

% options structure in PROBLEM.options, and solver name 'fmincon' in

% PROBLEM.solver. Use this syntax to solve at the command line a problem

% exported from OPTIMTOOL.

%

% [X,FVAL] = FMINCON(FUN,X0,...) returns the value of the objective

% function FUN at the solution X.

%

% [X,FVAL,EXITFLAG] = FMINCON(FUN,X0,...) returns an EXITFLAG that

% describes the exit condition. Possible values of EXITFLAG and the