Matlab优化函数fmincon功能描述.docx_fmincon函数原理资源-CSDN文库

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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.

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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

LB <= X <= UB

(nonlinear constraints)

(bounds)

FMINCON implements four different algorithms: interior point, SQP,

active set, and trust region reflective. Choose one via the option

Algorithm: for instance, to choose SQP, set OPTIONS =

optimoptions('fmincon','Algorithm','sqp'), and then pass OPTIONS to

FMINCON.

X = FMINCON(FUN,X0,A,B) starts at X0 and finds a minimum X to the

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

the range LB <= X <= UB. Use empty matrices for LB and UB

if no bounds exist. Set LB(i) = -Inf if X(i) is unbounded below;

set UB(i) = Inf if X(i) is unbounded above.

X= FMINCON(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON) subjects the minimization

to the constraints defined in NONLCON. The function NONLCON accepts X

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.

X = FMINCON(PROBLEM) finds the minimum for PROBLEM. PROBLEM is a

structure with the function FUN in PROBLEM.objective, the start point

in PROBLEM.x0, the linear inequality constraints in PROBLEM.Aineq

and PROBLEM.bineq, the linear equality constraints in PROBLEM.Aeq and

PROBLEM.beq, the lower bounds in PROBLEM.lb, the upper bounds in

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

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