matlab求解非线性规划(1).docVIP

1.求解非线性规划

min

s.t.

-2.32.3 i=1,2

-2.33.2 i=3,4,5

(1)代码如下

fun1.m

functionf=fun1(x)

f=exp(x(1)*x(2)*x(3)*x(4)*x(5));

cont.m

function[G,Geq]=cont(x)

G=[];

Geq=[x(1)^2+x(2)^2+x(3)^2+x(4)^2+x(5)^2-10,x(2)*x(3)-5*x(4)*x(5),x(1)^3+x(2)^3+1];

test.m

x0=[1,1,1,1,1];

A=[];b=[];

Aeq=[];beq=[];

lb=[-2.3,-2.3,-2.3,-2.3,-2.3];ub=[2.3,2.3,3.2,3.2,3.2,];

[x,exitflag,fval]=fmincon(@fun1,x0,A,b,Aeq,beq,lb,ub,@cont)

(2)执行结果如下

Warning:Large-scale(trustregion)methoddoesnotcurrentlysolvethistypeofproblem,

switchingtomedium-scale(linesearch).

Infminconat274

Intestat5

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