LAB 9: Use constrained minimization function tools for solving constrained linear and nonlinear

problems using fmincon.

fmincon:
Syntax
x = fmincon(fun,x0,A,b)
x = fmincon(fun,x0,A,b,Aeq,beq)
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
x = fmincon(problem)
[x,fval] = fmincon(___)
[x,fval,exitflag,output] = fmincon(___)
[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(___)
Description
x = fmincon(fun,x0,A,b) starts at x0 and attempts to
find a minimizer x of the function described in fun
subject to the linear inequalities A*x ≤ b. x0 can be a
scalar, vector, or matrix.
x = fmincon(fun,x0,A,b,Aeq,beq) minimizes fun
subject to the linear equalities Aeq*x = beq and A*x
≤ b. If no inequalities exist, set A = [] and b = [].
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub) defines a set
of lower and upper bounds on the design variables in
x, so that the solution is always in the range lb ≤ x ≤
ub. If no equalities exist, set Aeq = [] and beq = []. If
x(i) is unbounded below, set lb(i) = -Inf, and if x(i) is
unbounded above, set ub(i) = Inf.
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)
subjects the minimization to the nonlinear
inequalities c(x) or equalities ceq(x) defined in
nonlcon. fmincon optimizes such that c(x) ≤ 0 and
ceq(x) = 0. If no bounds exist, set lb = [] and/or ub =
[].
x =
fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
minimizes with the optimization options specified in
options. Use optimoptions to set these options. If
there are no nonlinear inequality or equality
constraints, set nonlcon = [].
x = fmincon(problem) finds the minimum for
problem, where problem is a structure described in
Input Arguments. Create the problem structure by
exporting a problem from Optimization app, as
described in Exporting Your Work.
[x,fval] = fmincon(___), for any syntax, returns the
value of the objective function fun at the solution x.
[x,fval,exitflag,output] = fmincon(___) additionally
returns a value exitflag that describes the exit
condition of fmincon, and a structure output with
information about the optimization process.
[x,fval,exitflag,output,lambda,grad,hessian] =
fmincon(___) additionally returns:
lambda — Structure with fields containing the
Lagrange multipliers at the solution x.
grad — Gradient of fun at the solution x.
hessian — Hessian of fun at the solution x.
Program 1:
Find the values of x that minimize f(x)=-x1x2x3, starting at point x=[10;10;10], subject to constraints:
0≤ x1+ 2x2+2 x3≤72:
Script: filename: lab9a
function f=lab9a(x)
f=-x(1)*x(2)*x(3);
Command Window:
a=[-1,-2,-2;1,2,2];
b=[0;72];
x0=[10;10;10];
[x,fval]=fmincon(@lab9a,x0,a,b)

Program 2: Linear Inequality Constraints

Find the minimum value starting from the point [-1,2], constrained to have x(1)+2x(2)≤1. Express
this constraint in the form Ax <= b by taking A = [1,2] and b = 1. Notice that this constraint means
that the solution will not be at the unconstrained solution (1,1), because at that point
x(1)+2x(2)=3>1.
f(x)=100*(x(2)-x(1)^2)^2+(1-x(1))^2
Command Window:
fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2
x0 = [-1,2];
A = [1,2];
b = 1;
x = fmincon(fun,x0,A,b)

Program 3: Linear Inequality and Equality Constraint

Find the minimum value starting from the point [0.5,0], constrained to have x(1)+2x(2)≤1 and
2x(1)+x(2)=1.
Express the linear inequality constraint in the form A*x <= b by taking A = [1,2] and b = 1.
Express the linear equality constraint in the form Aeq*x = beq by taking Aeq = [2,1] and beq = 1.
f(x)=100*(x(2)-x(1)^2)^2+(1-x(1))^2
Command Window:
fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2
x0 = [0.5,0];
A = [1,2];
b = 1;
Aeq = [2,1];
beq = 1;
x = fmincon(fun,x0,A,b,Aeq,beq)