: Can MATLAB solve a non-linear programming problem which has
: 16 variables and 40 constraints?. The objective function
: of the problem is non-linear, and among 40 constraints, 10 are
: also non-linear. If it solves, how?. If it does not, what are
: the other alternatives?.
The problem description you pose may be solved by the Optimization
Toolbox routine constr
Quote:>> help constr
CONSTR Finds the constrained minimum of a function of several variables.
X=CONSTR('FUN',X0) starts at X0 and finds a constrained minimum to
the function which is described in FUN (usually an M-file: FUN.M).
The function 'FUN' should return two arguments: a scalar value of the
function to be minimized, F, and a matrix of constraints, G:
[F,G]=FUN(X). F is minimized such that G < zeros(G).
X=CONSTR('FUN',X,OPTIONS) allows a vector of optional parameters to
be defined. For more information type HELP FOPTIONS.
X=CONSTR('FUN',X,OPTIONS,VLB,VUB) defines a set of lower and upper
bounds on the design variables, X, so that the solution is always in
the range VLB < X < VUB.
X=CONSTR('FUN',X,OPTIONS,VLB,VUB,'GRADFUN') allows a function
'GRADFUN' to be entered which returns the partial derivatives of the
function and the constraints at X: [gf,GC] = GRADFUN(X).
Hope this helps,
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