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Thread Subject:
Strict Inequalities (linear & nonlinear) in fmincon

Subject: Strict Inequalities (linear & nonlinear) in fmincon

From: Vsh

Date: 6 Aug, 2013 20:11:11

Message: 1 of 3

Hi everyone,

How should i set/define STRICT inequalities both linear and nonlinear (i.e. nlconst) when using fmincon for a minimization problem.

Thanks in advance for any tips/suggestions/references

Subject: Strict Inequalities (linear & nonlinear) in fmincon

From: Alan_Weiss

Date: 7 Aug, 2013 13:58:26

Message: 2 of 3

On 8/6/2013 4:11 PM, Vsh wrote:
> Hi everyone,
> How should i set/define STRICT inequalities both linear and nonlinear
> (i.e. nlconst) when using fmincon for a minimization problem.
>
> Thanks in advance for any tips/suggestions/references

TolCon defines the allowable error in satisfying constraints. So, for
bounds, set the lower bound to lb+TolCon, or upper bound to ub-TolCon.

For nonlinear constraints, it depends on the local gradient of your
constraint function, but essentially do the same, set c(x)+TolCon or
some such thing.

This procedure does not necessarily work the way you might expect, which
is why it is not documented, but maybe it will help you.

Alan Weiss
MATLAB mathematical toolbox documentation

Subject: Strict Inequalities (linear & nonlinear) in fmincon

From: Torsten

Date: 7 Aug, 2013 14:26:10

Message: 3 of 3

"Vsh" wrote in message <ktrl8u$7hc$1@newscl01ah.mathworks.com>...
> Hi everyone,
>
> How should i set/define STRICT inequalities both linear and nonlinear (i.e. nlconst) when using fmincon for a minimization problem.
>
> Thanks in advance for any tips/suggestions/references

First solve your problem with nonstrict constraints.
If the constraints you want to satisfy with strict inequality are not active in the solution, you are done.
If the constraints you want to satisfy with strict inequality are active in the solution, your problem does not have a solution (e.g. min: x^2 s.t. x>0).
So in my opinion it is unnecessary to consider strict constraints for optimization problems.

Best wishes
Torsten.

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