www.gusucode.com > optim 案例源码 matlab代码程序 > optim/LinearInequalityandEqualityConstraintExample.m
%% Linear Inequality and Equality Constraint % Find the minimum value of Rosenbrock's function when there are both a % linear inequality constraint and a linear equality constraint. % Copyright 2015 The MathWorks, Inc. %% % Set the objective function |fun| to be Rosenbrock's function. fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2; %% % Find the minimum value starting from the point |[0.5,0]|, constrained % to have $x(1) + 2x(2) \le 1$ and $2x(1) + x(2) = 1$. % % * Express the linear inequality constraint in the form |A*x <= b| by taking % |A = [1,2]| and |b = 1|. % * Express the linear equality constraint in the form |Aeq*x <= beq| by % taking |Aeq = [2,1]| and |beq = 1|. x0 = [0.5,0]; A = [1,2]; b = 1; Aeq = [2,1]; beq = 1; x = fmincon(fun,x0,A,b,Aeq,beq)