How define limits of upper and lower bound in Fmincon having different variables

Hello,

My objective function X is consist of a Matrices , X0 = [E0NE;dxNE;a_NE]';

a_NE= [-0.3 0.01 0.08 0.08];

E0NE = [0.3 0.2 0.1 0.15];

dxNE = [0.1 0.18 0.35 0.37];

how i will define the LB and UB for this matrics , X0 is my initial guess.

Answer 1

[Matt J]

SInce X0 is 4x3, your LB and UB will be 4x3 as well.

[KIRAN noor]

Thanks Matt,

and what should be the diamensions of Aeq and Beq ?

[Torsten]

To use Aeq and beq, you will have to rewrite your problem by using a (12x1) solution vector, not a (4x3) solution matrix.

Aeq and beq will then be of size (nx12) resp. (nx1) where n is the number of equality constraints you want to impose.

[Matt J]

It shouldn't be necessary to rewrite in terms of a 12x1 vector. Fmincon should flatten it automatically.

[Torsten]

But Aeq and beq remain (nx12) and (nx1), resp. ?

If so, is x flattened rowwise or columnwise ?