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Highlights from
fminsearchbnd, fminsearchcon

from fminsearchbnd, fminsearchcon by John D'Errico
Bound constrained optimization using fminsearch

test_main.m
%% Optimization of a simple (Rosenbrock) function, with no constraints
% The unconstrained solution is at [1,1]
rosen = @(x) (1-x(1)).^2 + 105*(x(2)-x(1).^2).^2;

% With no constraints, operation simply passes through
% directly to fminsearch. The solution should be [1 1]
xsol = fminsearchbnd(rosen,[3 3])

%% Full lower and upper bound constraints which will all be inactive
xsol = fminsearchbnd(rosen,[3 3],[-1 -1],[4 4])

%% Only lower bound constraints
xsol = fminsearchbnd(rosen,[3 3],[2 2])

%% Only upper bound constraints
xsol = fminsearchbnd(rosen,[-5 -5],[],[0 0])

%% Dual constraints
xsol = fminsearchbnd(rosen,[2.5 2.5],[2 2],[3 3])

%% Dual constraints, with an infeasible starting guess
xsol = fminsearchbnd(rosen,[0 0],[2 2],[3 3])

%% Mixed constraints
xsol = fminsearchbnd(rosen,[0 0],[2 -inf],[inf 3])

%% Provide your own fminsearch options
opts = optimset('fminsearch');
opts.Display = 'iter';
opts.TolX = 1.e-12;

n = [10,5];
H = randn(n);
H=H'*H;
Quadraticfun = @(x) x*H*x';

% Global minimizer is at [0 0 0 0 0].
% Set all lower bound constraints, all of which will
% be active in this test.
LB = [.5 .5 .5 .5 .5];
xsol = fminsearchbnd(Quadraticfun,[1 2 3 4 5],LB,[],opts)

%% Exactly fix one variable, constrain some others, and set a tolerance
opts = optimset('fminsearch');
opts.TolFun = 1.e-12;

LB = [-inf 2 1 -10];
UB = [ inf  inf 1  inf];
xsol = fminsearchbnd(@(x) norm(x),[1 3 1 1],LB,UB,opts)

%% All the standard outputs from fminsearch are still returned
[xsol,fval,exitflag,output] = fminsearchbnd(@(x) norm(x),[1 3 1 1],LB,UB)

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