Hi everyone,

I have a question about optimization as follows:

the object is to maximize sum_F=(F(1)^2+F(2)^2+F(3)^2)

However, it subjects to these constraints:

1. A*lambda=B-C*F;

2. torque=D-E*lambda;

3. the absolute value of each element in torque <=max_torque;

4. G1(torque)<=120;

5. G2(torque)<=120;

6. G3(torque)<=200;

7. G5(torque)<=200;

where

A is a 4*6 matrix,

lambda is a 6*1 vector,

B is a 4*1 vector,

C is a 4*3 matrix,

F is the 3*1 vector,

both torque and D are the 6*1 vector,

E is the 6*6 matrix,

and F is the unknown variable, whose three elements are to be maximized,

A,B,C,D and E are all known variables, lambda is the intermediate variables.

G(1) ~ G(5) are five scalars which are the functions of torque. Because of the complex relations in the constraint 1 and 2, G(1)~G(5) cannot be expressed by F directly, and they are expressed by torque.

anyone knows how to solve it in matlab ? Can it be solved by fmincon?

THX very much!

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