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Optimization Toolbox - Equality Contraint for matrix inputs

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Thomas Berry
Thomas Berry on 31 Dec 2019
Answered: Alan Weiss on 2 Jan 2020
Hi.
This is more a request than a question.
I was wondering if the function fmincon and the likes from the Optimization Toolbox, could support equality contraints for matrix inputs i.e, for the constraints of type
where x is the variable to optimize and, currently, has to be a column vector.
The work around is, obviously to flatten x to a column, same goes with $beq#$. Biggest drawback is that will have to increase a lot in size.
The reason why I want this is because I want to apply the "same kind" of contraint to columns 1 and 2 of x.
This seems to be not possible because I get the following error:
Error using fmincon (line 301)
Row dimension of Aeq is inconsistent with length of beq.
Thank You.

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Answers (1)

Alan Weiss
Alan Weiss on 2 Jan 2020
You might find that this type of structured constraint is handled most easily using the problem-based approach. See, for example, Solve Sudoku Puzzles Via Integer Programming: Problem-Based.
Alan Weiss
MATLAB mathematical toolbox documentation

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