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How i can solve a large size problem through fmincon
I am having a large size problem (7000 optimization variables) and i just wanted to use the fmincon to calculate the solution. B...
10 years ago | 1 answer | 0
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answerQuestion
I would like to vectorize my code is it possible
I would like to vectorize my code is it possible for this type of for loop where(iter,optvar,state,alg are fixed variable) fo...
10 years ago | 0 answers | 0
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answersQuestion
In fmincon i want to supply the Gradient of constraints. My constraints are very large and the optimization variables are also very large. I tried to use myAD and able to calculate the gradient of objective function but not of constraints
Problem is having equality constraints(ceq) as well as inequality constraints(c) of the form for n=1:iter-1 c(n) = -y(op...
10 years ago | 1 answer | 0