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Speeding Up Optimization Problems with Parallel Computing

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Speeding Up Optimization Problems with Parallel Computing

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Files from the webinar: Speeding up optimization problems with parallel computing

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nonlinConstraint(u,Gx,Tinv)
function [c,ceq] = nonlinConstraint(u,Gx,Tinv)
%% Nonlinear Constratint Function for FORM
% inputs:
%   u  - vector of inputs in normal space
%   Gx - Limit State Function in standard space
%   Tinv - Inverse tranfrom (U --> X)

% Copyright 2010 The MathWorks, Inc.
c = []; % no nonlinear inequality constraints

% input to Tinv must a row vector to eval appropriately
if ~isvector(u)
    error('Input must be a vector')
end
[row,col] = size(u);
if row>col
    u = u';
end
x = Tinv(u);
x(:,1) = x(:,1).*10;    % Mach Scaling
x(:,2) = x(:,2)./10000; % Altitude Scaling
ceq = Gx(x);

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