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pietro
Posts:
374
Registered:
1/3/09


Re: fmincon: constraint normalization
Posted:
Mar 9, 2013 5:46 AM


"pietro " <bracardi82@email.it> wrote in message <kg4sk7$7pd$1@newscl01ah.mathworks.com>... > 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: > > Br=repmat(B,1,length(A(1,:))); > An=A./Br; > Bn=ones(length(A(:,1)),1); > > 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: > isequal(A*x0B,(An*x0Bn).*B) > > ans = > > 1 > > May you be kind to help me in understanding what's wrong with my code? > > thank you > > Best regards > > Pietro
Can't anybody help me?
Thanks
regards
Pietro



