有约束非线性最优问题求解出现错误

目标函数m文件为

function f=myfun(x)

f=0.192457*1e-4*(x(2)+2)*x(1)^2*x(3);

end

非线性约束m文件为

function [c,ceq]=mycon(x)

c(1)=350-163*x(1)^(-2.86)*x(3)^0.86;

c(2)=10-0.4*0.01*x(1)^(-4)*x(2)*x(3)^3;

c(3)=(x(2)+1.5)*x(1)+0.44*0.01*x(1)^(-4)*x(2)*x(3)^3-3.7*x(3);

c(4)=375-0.356*1e6*x(1)*x(2)^(-1)*x(3)^(-2);

c(5)=4-x(3)/x(1);

ceq=[];

end

设置线性约束系数，

A=[-1 0 0

1 0 0

0 -1 0

0 1 0

0 0 -1

0 0 1];

b=[-1;4;-4.5;50;-10;30]; %线性约束

x0=[2.0;5.0;25.0]; %初值

lb=zeros(3,1); %变量下限约束

[x,fval,exitflag,output,lambda]=fmincon(@myfun,x0,A,b,[],[],lb,[],@mycon); %调用优化过程

总是报错：

Warning: The default trust-region-reflective algorithm does not solve

problems with the constraints you have specified. FMINCON will use the

active-set algorithm instead. For information on applicable algorithms,

see Choosing the Algorithm in the documentation.

> In fmincon at 504

Warning: Your current settings will run a different algorithm

(interior-point) in a future release.

> In fmincon at 509

Local minimum possible. Constraints satisfied.

fmincon stopped because the predicted change in the objective function

is less than the default value of the function tolerance and constraints

are satisfied to within the default value of the constraint tolerance.

<stopping criteria details>

Active inequalities (to within options.TolCon = 1e-06):

lower upper ineqlin ineqnonlin

3

Answer 1

[N/A]

trust-region-reflective算法不合适，换换算法。fmincon前面加一句： options=optimset('Algorithm','sqp')

然后：[x,fval,exitflag,output,lambda]=fmincon(@myfun,x0,A,b,[],[],lb,[],@mycon,options)