fmincon如何使非线性约束函数写成匿名函数的形式

Anonymous Nonlinear Constraint Functions

For information on anonymous objective functions, see Anonymous Function Objectives.

Nonlinear constraint functions must return two outputs. The first output corresponds to nonlinear inequalities, and the second corresponds to nonlinear equalities.

Anonymous functions return just one output. So how can you write an anonymous function as a nonlinear constraint?

The deal function distributes multiple outputs. For example, suppose your nonlinear inequalities are

Suppose that your nonlinear equality is

x2 = tanh(x1).

Write a nonlinear constraint function as follows:

c = @(x)[x(1)^2/9 + x(2)^2/4 - 1;
        x(1)^2 - x(2) - 1];
ceq = @(x)tanh(x(1)) - x(2);
nonlinfcn = @(x)deal(c(x),ceq(x));

To minimize the function cosh(x1) + sinh(x2) subject to the constraints in nonlinfcn, use fmincon:

obj = @(x)cosh(x(1))+sinh(x(2));
opts = optimset(‘Algorithm‘,‘sqp‘);
z = fmincon(obj,[0;0],[],[],[],[],[],[],nonlinfcn,opts)

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is 
non-decreasing in feasible directions, to within the default 
value of the function tolerance, and constraints were satisfied 
to within the default value of the constraint tolerance.

z =
   -0.6530
   -0.5737

To check how well the resulting point z satisfies the constraints, use nonlinfcn:

[cout,ceqout] = nonlinfcn(z)

cout =
   -0.8704
   -0.0000

ceqout =
     -2.2204e-016

z indeed satisfies all the constraints to within the default value of the TolCon constraint tolerance, 1e-6.