constrained maximization, share variables of tagret function and constraint

4 views (last 30 days)
I want maximize a function f(x) s.t. nonlinear cosntraints c(x). Both the function f(x) and c(x) contain a computation step g(x), which is very time consuming.
How can i avoid doing the same computation twice at each step of tha maximization loop? (Once when the constraints are evaluated, once when the taget function is evaluated)?
  2 Comments
dominik
dominik on 31 Jan 2014
Another way to ask is: can i put the target function and the constraints vector in the same function or do something equivalent.
Amit
Amit on 31 Jan 2014
Can you post your problem. If not the code, atleast some description of f(x), c(x) and g(x). Without that its very hard to comment on solving the issue.

Sign in to comment.

Accepted Answer

Amit
Amit on 31 Jan 2014
Edited: Amit on 31 Jan 2014
Yes. You can. You can use nested functions to utilize g(x) without calculating twice. Nested functions share the variable.
See this post with a similar question:

More Answers (0)

Categories

Find more on Quadratic Programming and Cone Programming in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!