Matlab优化函数fmincon功能描述.docxVIP

function [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = fmincon(FUN,X,A,B,Aeq,Beq,LB,UB,NONLCON,options,varargin) %FMINCON finds a constrained minimum of a function of several variables. % FMINCON attempts to solve problems of the form: % min F(X) subject to: A*X = B, Aeq*X = Beq (linear constraints) % X C(X) = 0, Ceq(X) = 0 (nonlinear constraints) % LB = X = UB (bounds) % % FMINCON implements four different algorithms: interior point, SQP, % active set, and trust region reflective. Choose one via the option % Algorithm: for instance, to choose SQP, set OPTIONS = % optimoptions(fmincon,Algorithm,sqp), and then pass OPTIONS to % FMINCON. % % X = FMINCON(FUN,X0,A,B) starts at X0 and finds a minimum X to the % function FUN, subject to the linear inequalities A*X = B. FUN accepts % input X and returns a scalar function value F evaluated at X. X0 may be % a scalar, vector, or matrix. % % X = FMINCON(FUN,X0,A,B,Aeq,Beq) minimizes FUN subject to the linear % equalities Aeq*X = Beq as well as A*X = B. (Set A=[] and B=[] if no % inequalities exist.) % % X = FMINCON(FUN,X0,A,B,Aeq,Beq,LB,UB) defines a set of lower and upper % bounds on the design variables, X, so that a solution is found in % the range LB = X = UB. Use empty matrices for LB and UB % if no bounds exist. Set LB(i) = -Inf if X(i) is unbounded below; % set UB(i) = Inf if X(i) is unbounded above. % % X = FMINCON(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON) subjects the minimization % to the constraints defined in NONLCON. The function NONLCON accepts X % and returns the vectors C and Ceq, representing the nonlinear % inequalities and equalities respectively. FMINCON minimizes FUN such % that C(X) = 0 and Ceq(X) = 0. (Set LB = [] and/or UB = [] if no bounds % exist.) % % X = FMINCON(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,OPTIONS) minimizes wit