matlab非线性目标函数约束怎么求解,用matlab求解一个优化问题（目标函数非线性,约束函数线性）...

问题描述：

用matlab求解一个优化问题(目标函数非线性,约束函数线性)

min f(x)=12*x(1)+21*x(2)+21*x(3)+13*x(4)+20*x(5)+23*x(6)+15*x(7)+17*x(8)+27*x(9)+17*x(10)+19*x(11)+31*x(12)+200*[(x(1)+x(2)+x(3))^0.6+(x(4)+x(5)+x(6))^0.6+(x(7)+x(8)+x(9))^0.6+(x(10)+x(11)+x(12))^0.6]

s.t. x(1)+x(2)+x(3)=0;

我是这样求的：

目标函数(运行显示下标不对)

function f=myobj(x)

c = [12 21 21; 13 20 23; 15 17 27; 17 19 31];

size(x) = [4,3];

y = c.*x;

y = sum(y(:));

s = 0;

for i = 1:4

sg = sum(x(i,:));

s = s+sg^0.6;

end

f = y+200*s;

command window

A= [1,1,1,0,0,0,0,0,0,0,0,0;

0,0,0,1,1,1,0,0,0,0,0,0;

0,0,0,0,0,0,1,1,1,0,0,0;

0,0,0,0,0,0,0,0,0,1,1,1;

-1,0,0,-1,0,0,-1,0,0,-1,0,0;

0,-1,0,0,-1,0,0,-1,0,0,-1,0;

0,0,-1,0,0,-1,0,0,-1,0,0,-1]

b=[200-1.645*10;

300-1.645*10;

400-1.645*10;

200-1.645*10;

-100-1.645*10;

-300-1.645*10;

-400-1.645*10]

x0=[0,0,0,0,0,0,0,0,0,0,0,0];

lb=[0,0,0,0,0,0,0,0,0,0,0,0];

ub=[];

[X,FVAL]=fmincon(@myobj,x0,A,b,[],[],lb,ub)

运行显示：

Warning: Large-scale (trust region) method does not currently solve this type of problem,

switching to medium-scale (line search).

> In fmincon at 260

? Error using ==> fmincon

FMINCON cannot continue because user supplied objective function failed with the following error:

Subscript indices must either be real positive integers or logicals.

请热心人士帮忙看下怎么改?谢谢!

fval不可能是0.我觉得求出来的x是1*12矩阵，需转换为4*3矩阵，代到目标函数中算才有结果，但我不知道怎么转换。

1个回答

分类：

英语

2014-09-21

问题解答：

我来补答

程序编的非常好,只有一句：size(x) = [4,3]改为x =zeros(4,3) 即可.

%

运行结果：

X =

19.5167 69.5167 94.5167 38.7083 88.7083 113.7083 38.7083 88.7083 113.7083 19.5167 69.5167 94.5167

FVAL =

0

EXITFLAG =

1

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