《非线性优化问题》word版.doc

非线性优化问题函数 fmincon 使用格式：x,fval,exitflag,output,lambda,grad,hessian = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)x0 为开始运算的初始值x 为最优解时x的值fval 为 z 的最优值exitflag 判断算法停止的原因grad 梯度m文件function y=funn(x)y=-x(1)-2*x(2)+0.5*(x(1).2+x(2).2)主程序A=2 3;1 4;b=6;5;vlb=0;0;x0=0;0;x,fval,exitflag,output,lambda,grad,hession=fmincon(funn,x0,A,b,vlb)结果如下Active inequalities (to within options.TolCon = 1e-006): lower upper ineqlin ineqnonlin 2 x = 0.7647 1.0588fval = -2.0294exitflag = 1output = iterations: 1 funcCount: 6 lssteplength: 1 stepsize: 1.3061 algorithm: medium-scale: SQP, Quasi-Newton, line-search firstorderopt: 1.7969e-008 constrviolation: 0 message: 1x788 charlambda = lower: 2x1 double upper: 2x1 double eqlin: 0x1 double eqnonlin: 0x1 double ineqlin: 2x1 double ineqnonlin: 0x1 doublegrad = -0.2353 -0.9412hession = 1 0 0 1首先增加一个M文件function y=nonline(x)y=2*x(1)+3*x(2).2-6主程序A=2 3;1 4;b=6;5;vlb=0;0;x0=0;0;x,fval,exitflag,output,lambda,grad,hession=fmincon(funn,x0,A,b,vlb,nonline)x = 0.7647 1.0588fval = -2.0294exitflag = 1output = iterations: 1 funcCount: 6 lssteplength: 1 stepsize: 1.3061 algorithm: medium-scale: SQP, Quasi-Newton, line-search firstorderopt: 1.7969e-008 constrviolation: 0 message: 1x788 charlambda = lower: 2x1 double upper: 2x1 double eqlin: 0x1 double eqnonlin: 0x1 double ineqlin: 2x1