OptimizationConstraint

Optimization constraints

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Description

An OptimizationConstraint object contains constraint expressions in terms of OptimizationVariable objects. Each constraint expression uses one of these comparison operators: ==, <=, or >=.

A single expression can represent an array of constraints. For example, you can express the constraints that each row of a matrix variable x sums to one in this single expression.

constrsum = sum(x,2) == 1

Creation

Create constraints using optimization expressions with one of these comparison operators: ==, <=, or >=.

Include constraints in the Constraints property by using dot notation.

prob = optimproblem;
x = optimvar(x,4,6);
SumToOne = sum(x,2) == 1;
prob.Constraints.SumToOne = SumToOne;

You can also create an empty optimization constraint by using optimconstr. Typically, you then fill the expression in a loop. For examples, see the optimconstr function reference page.

Properties

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Index names, specified as a cell array of strings or character vectors. For information on using index names, see Named Index for Optimization Variables.

Data Types: cell

Object Functions

infeasibilityConstraint violation at a point
showconstrDisplay optimization constraint
writeconstrSave optimization constraint description

Examples

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Open Script

Create a 4-by-6 optimization variable matrix named x.

x = optimvar('x',4,6);

Create the constraints that each row of x sums to one.

constrsum = sum(x,2) == 1

constrsum = 

  4×1 OptimizationConstraint array with properties:

    IndexNames: {{}  {}}

  See constraint formulation with showconstr.

View the constraints.

showconstr(constrsum)

(1, 1)

  x(1, 1) + x(1, 2) + x(1, 3) + x(1, 4) + x(1, 5) + x(1, 6) == 1

(2, 1)

  x(2, 1) + x(2, 2) + x(2, 3) + x(2, 4) + x(2, 5) + x(2, 6) == 1

(3, 1)

  x(3, 1) + x(3, 2) + x(3, 3) + x(3, 4) + x(3, 5) + x(3, 6) == 1

(4, 1)

  x(4, 1) + x(4, 2) + x(4, 3) + x(4, 4) + x(4, 5) + x(4, 6) == 1

To include the constraints in an optimization problem, use dot notation.

prob = optimproblem;
prob.Constraints.constrsum = constrsum;

See Also

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Topics

Introduced in R2017b

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