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Nonlinear optimization problem -- matlab
2022-04-22 17:17:00 【Xiaoyu 2022】
options = optimset('LargeScale','off','display','iter');
% The parameter setting uses the medium-sized algorithm , Show iteration process
A=[-1,-2,-2; % Linear inequality constraint coefficient matrix
1, 2, 2];
b=[0;72];% Linear inequality constrains constant vectors
x0=[10,10,10];% Initial iteration point
[x,fval,exitflag,output]= fmincon(@confun_1,x0,A,b,[],[],[],[],[],options)```
```handlebars
First-order Norm of
Iter F-count f(x) Feasibility optimality step
0 4 -1.000000e+03 0.000e+00 9.899e+01
1 8 -3.055040e+03 0.000e+00 2.098e+02 7.873e+00
2 12 -3.219148e+03 0.000e+00 6.463e+01 1.950e+00
3 16 -3.451737e+03 0.000e+00 1.465e+01 6.335e+00
4 20 -3.455915e+03 0.000e+00 1.420e+00 8.879e-01
5 24 -3.456000e+03 0.000e+00 2.794e-02 1.232e-01
6 28 -3.456000e+03 0.000e+00 2.106e-02 2.759e-03
7 35 -3.456000e+03 0.000e+00 9.884e-03 2.060e-03
8 39 -3.456000e+03 0.000e+00 7.938e-04 1.725e-03
9 43 -3.456000e+03 0.000e+00 1.255e-05 6.531e-05
Local minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.
<stopping criteria details>
x =
24.0000 12.0000 12.0000
fval =
-3.4560e+03
exitflag =
1
output =
That contains the following fields struct:
iterations: 9
funcCount: 43
constrviolation: 0
stepsize: 6.5312e-05
algorithm: 'interior-point'
firstorderopt: 1.2552e-05
cgiterations: 0
message: '↵Local minimum found that satisfies the constraints.↵↵Optimization completed because the objective function is non-decreasing in ↵feasible directions, to within the value of the optimality tolerance,↵and constraints are satisfied to within the value of the constraint tolerance.↵↵<stopping criteria details>↵↵Optimization completed: The relative first-order optimality measure, 4.358349e-08,↵is less than options.OptimalityTolerance = 1.000000e-06, and the relative maximum constraint↵violation, 0.000000e+00, is less than options.ConstraintTolerance = 1.000000e-06.↵↵'
bestfeasible: [1×1 struct]
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