pro.m:
clear;
format long
A=[];b=[];Aeq=[];beq=[];lb=zeros(12,1);ub=[];
options=optimset('largescale','off','MaxFunEvals',100000);
x0=ones(12,1);
[x,fval]=fmincon(@myfun,x0,A,b,Aeq,beq,lb,ub,[],options);
j=1;
for i=1:3
X(i,=x([j:j+3],1)';
j=j+4;
end
X
fval
pro是主程序了,运行后结果:
Optimization terminated: first-order optimality measure less than options.TolFun
and maximum constraint violation is less than options.TolCon.
Active inequalities (to within options.TolCon = 1e-006):
lower upper ineqlin ineqnonlin
1
X =
1.0e+015 *
0 0.12738413925575 2.94298697982253 1.49385216880625
0.19736933048247 0.00000000000000 1.24881998421207 0.00000000000000
0.08275009100300 0.08674104694720 0.09892429527400 0.14148336004783