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How to select the design variables on an optimization problem?

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Serbring on 22 Jul 2020
Commented: Serbring on 25 Jul 2020
Dear all,
I have a large optimization problem with linear, and non linear constraints, and bounds. The solver I have been using is fmincon. I need to carry out different optimizations with all the design variables, and only a portion of the design variables. To this goal, I have chosen to impose equal lower and upper bound for the variable that should not part of the problem. I know that is not an elegant approach but the code modifications are limited. Is there any other approach you would reccomend with limited impact on the code?
Thank you,
Best regards.


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Accepted Answer

Alan Weiss
Alan Weiss on 22 Jul 2020
That is a reasonable approoach. In fact, some solvers check for "fixed" variables (those with equal upper and lower bounds) and remove them internally. See Fix Variables in surrogateopt.
Alan Weiss
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