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Over-all sum value in fmincon for multiple x

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Maheen Fazal
Maheen Fazal on 19 Sep 2019
Commented: Maheen Fazal on 26 Sep 2019
Sir, i just want to know that how to write the over all sum <= 1-beta in the constraints?
constraintt.png
e.g. if value of beta =0.4,
and i have 6 phi values to optimize, i have to optimize its value but the sum of all these 6 phi values not exceed 1-beta (i.e 0.6).
i will be thank full to you, if you could answer this question.

Accepted Answer

Matt J
Matt J on 19 Sep 2019
Edited: Matt J on 19 Sep 2019
Are you sure you only have 6 unknowns? In your earlier post, you had more.
If you truly only have 6 unknowns, use the A,b inputs in
x = fmincon(fun,x0,A,b,______)
with
A=ones(1,6);
b=1-beta;
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