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I need to minimize a nonlinear function subject to constraints, where everything is a parameter - no numbers.

Does anyone know if this is possible in MATLAB?

Here are the details:

Find the minimum of (2A-MB)G(F+H+J+K+L)+A(B+C+D)(E+F)-(MC-A)^2 with 
A,B,C,D,E,F,G,H,J,K,L > 0.

Thanks for any help.

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  • Which ones are the variables? and which ones are constants? You are talking about symbolic function optimization, that just may work when a closed form solution exists. Commented Jul 2, 2014 at 18:09
  • Hi, All of the letters A,B,C,D,E,F,G,H,J,K,L are independent variables - I do not have any coefficients or numeric values. I just have the constraint as mentioned. Commented Jul 2, 2014 at 18:17

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You can use fmincon.

Here is the documentation for the function: http://www.mathworks.in/help/optim/ug/fmincon.html

The objective function would have to be written in a separate m-file which takes a vector x as it's input and returns a scalar output. Multiple variables are passed as x[1], x[2], x[3] etc.

x0 is a vector of initial guesses for the variables. Here they are all initialized to 1. It's of length 12 here as there seem to be 12 variables (including 'M').

x0 = ones(12,1)
[x,fval] = fmincon(@fun,x0,[],[],[],[],zeros(12,1),[])

This link will help you understand how to write the objective functions for multiple variables:

http://www.mathworks.in/help/optim/ug/writing-objective-functions.html#brhkghv-4

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