thank you so much for this wonderful optimization script! I am about to release a data analysis method that needs one nonlinear, bounded optimization step with one linear equality constraint. Your script will make the distribution of the code much easier (compared with having people buy & install the optimization toolbox).
In any case, I stumbled upon a problem: I only get the initial value returned while using both the equality constraint and 'strict'. The code in a nutshell:
L1 = @(x) sum(x.^2);
Aeq = ones(1,3);
beq = 1;
a0 = [0.5 0.25 0.25]';
[sol0,fval0,exit0] = optimize(L1,a0,,,,,Aeq,beq)
[sol1,fval1,exit1] = optimize(L1,a0,,,,,Aeq,beq,,'strict')
Both exit with status 1, but only the first yields the correct result. Would you be able to check what is going wrong? Your help is highly appreciated!
Thanks a lot in advance!
PS: I need the option 'strict' because of a log in my actual objective used in the data analysis method.
PPS: Matlab 2012b 64bit on Windows 8