Matlab内置的约束优化函数用法ppt课件.ppt

约 束优 化-Matlabfmincon help fmincon doc fmincon type fmincon Edit fmincon x = fmincon(fun,x0,A,b,Aeq,beq, lb,ub,nonlcon,options)Karush-Kuhn-Tucker (KKT) conditions例1 线 性约 束fmincon linprog 也可解此类问题 lingprogf=5 3; A=5 3;-1 -1;-1 0;0 -1; b=70;-15;-5;0; x0=0;0; x,fval=linprog(f,A,b, , ,x0) x = linprog(f,A,b,Aeq,beq,lb,ub,x0)f=5 3; A=5 3;-1 -1; b=70;-15; x0=0;0; lb=5;0; x,fval=linprog(f,A,b, , ,lb,x0) x = linprog(f,A,b,Aeq,beq,lb,ub,x0 )function f=ros(x) f=5*x(1) + 3*x(2); A=5 3;-1 -1; b=70;-15; x0=0;0;