优化程序.doc

1， 建立的函数的M文件： function f=myfun1(x); f=-x(1)*x(2)*x(3) 主程序： clear clc x0=[0;0;0] A=[1,2,2;-1,-2,-2]; b=[27;0]; Aeq=[]; beq=[]; VLB=[]; VUB=[]; [x,fval,exitflag]=fmincon(@myfun1,x0,A,b,Aeq,beq,VLB,VUB) Optimization terminated: first-order optimality measure less than options.TolFun and maximum constraint violation is less than options.TolCon. Active inequalities (to within options.TolCon = 1e-006): lower upper ineqlin ineqnonlin 2 x = 0 0 0 fval = 0 exitflag = 1 2， 建立函数的M文件： function f=myfun2(x); f=exp(x(1))*(3*x(1)^2+2*x(2)^2+3*x(1)*x(2)+2*x(2)+1) 建立非线性约束函数: function [c,ceq]=mycon2(x); c=[1.5-x(1)-x(2)+x(1)*x(2);x(1)*x(2)-10] ceq=[] 主程序： clear clc x0=[0;0]; A=[]; b=[]; Aeq=[]; beq=[]; VLB=[]; VUB=[]; [x,fval,exitflag]=fmincon(@myfun2,x0,A,b,Aeq,beq,VLB,VUB,@mycon2) 运行结果： Optimization terminated: first-order optimality measure less than options.TolFun and maximum constraint violation is less than options.TolCon. Active inequalities (to within options.TolCon = 1e-006): lower upper ineqlin ineqnonlin 1 x = 1.2012 -1.4853 fval = 4.7128 exitflag = 1 clear clc 为防止局部极小值成为优化结果，重新取定初值进行优化: x0=[1;2]; A=[]; b=[]; Aeq=[]; beq=[]; VLB=[]; VUB=[]; [x,fval,exitflag]=fmincon(@myfun2,x0,A,b,Aeq,beq,VLB,VUB,@mycon2) Optimization terminated: magnitude of directional derivative in search direction less than 2*options.TolFun and maximum constraint violation is less than options.TolCon. No active inequalities. x = -20.2617 4.0672 fval = 1.6288e-006 exitflag = 5 clear clc x0=[2;4]; A=[]; b=[]; Aeq=[]; beq=[]; VLB=[]; VUB=[]; [x,fval,exitflag]=fmincon(@myfun2,x0,A,b,Aeq,beq,VLB,VUB,@mycon2) Optimization terminated: magnitude of directional derivative in search direction less than 2*options.TolFun and maximum constraint violation is less than options.TolCon. No active inequalities. x = -20.5081 39.4157 fval = 2.5097e-006 ex