How can I perform an optimization with constraints that are interdependent?

I have a need to perform an optimization (using the Global Optimization Toolbox) where the optimization parameters are interdependent. One parameter p may vary in the interval (0, v] where v is some user defined max value. The second parameter s may vary in the interval [0, p]. s may vary up to v but only if it is less than p. How would I apply this type of constraint when using the Global Optimization Toolbox?
Using MATLAB 2015b on Windows 7 Professional

 Accepted Answer

[0 v] can be done through lower bound 0, upper bound v. Use that for both parameters. Then s in 0 to p can be done as a linear constraint that 1 * s + (-1) * p <= 0 . If you need a strict inequality then make the upper limit -eps(realmin) as that is the least-negative representable negative number.

More Answers (0)

Categories

Find more on Robust Control Toolbox 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!