How can I minimize a function under inequality condition?

Hi everybody :)

The situation is the following:

• theta=[a,b,c,d] is a 4-by-1 vector;
• f=@(theta) "someFunctionOfTheta";
• I want to estimate the minimum of f under the condition a<b<c<d.

Is it possible?

Thank you for the help :)

M

Answer 1

[Matt J]

If f() is twice continuously differentiable, it is possible with fmincon. Your constraints a<=b<=c<=d are just linear inequalities A*theta<=b with

     A =

           1    -1     0     0
           0     1    -1     0
           0     0     1    -1

      b =

           0
           0
           0

[Mohammad Abouali]

I like this approach better than C() or Ceq() function.

Answer 2

[Matteo]

I choose the one suggested by MattJ.

Thank (both of) you so much for the quick and the satisfying answer!

I need this for my thesis, so I think both of you will be cited in the acknowledgements ;)

M