The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: fmincon: constraint normalization
Replies: 1   Last Post: Mar 9, 2013 5:46 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 374
Registered: 1/3/09
fmincon: constraint normalization
Posted: Feb 21, 2013 5:24 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi all,

I'm using fmincon to optimize an objective function. I need to normalize all the constraints because the design variables have different units (i.e angles, lengths and torque) and I need to check the langrange multiplier otherwise they can't be compared. I normalized the objective function in this way: norm_f(x)=f(x)/f(x0), where f(x) is the objective function, f(x0) is the objective at the initial value and norm_f(x) is the normalzed one. I also normalized the constraint is this way:


where: A and B are the constraint matrices and An and Bn are the normalized one.

the not normalized problem works well, also the one with the normalized objective function and with A and B as constraint matrices. Instead the fully normalized one doesn't work well, despite the normalization seems correct to me, in other words:

ans =


May you be kind to help me in understanding what's wrong with my code?

thank you

Best regards


Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.