how to define if statement for fmincon function / optimization problem

Hello, Can anyone help me with below problem please?

I am using fmincon to do the optimization by Matlab. I have a 'price' array p (1x24) that has some zero elements. I want to define a condition that if an element of the price array p is zero, then the same element of solution array x be zero too. I define it in the objective function file as:

      function f = objfun(x,p)
      x1=x(1:24);
      for i=1:24
        if p(i)==0
        x(i)=0;
        end
       end
      f=x1*p';
      end

However, when I run my main file, this condition is not observed in the answer. In other words, p(2) is zero, but x(2) has a non-zero value. I also defined this condition in the main file, but the answers are the same (the condition is not observed)

How can I define this condition for fmincon?

Thanks a lot!

Answer 1

[Matt J]

If you know certain x(i) are zero in advance, then they are not unknowns, and you should remove them from the problem. So, it should look like

   idx=(p~=0);

   z0=x0(idx); %discard irrelevant initial guess parameters

   z=fmincon(@(z) z*p(idx).' , z0, A, b, Aeq,beq,...);

    x=zeros(size(p));
   x(idx)=z;

[Sara]

Thank you very much for your help Matt! The problem is now solved by using your method.