fmincon with non-linear constraints?
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From: Olivier on 17 Sep 2009 23:11 I'm trying to solve a large-scale optimization problem with non-linear equality constraints. As I read in the documentation, the large-scale algorithm cannot be used with inequality constraints. However, the function noncol must return a vector of inequality constraints, so Matlab automatically defaults to the medium-scale algorithm when I call out fmincon. Is there a way to use the large-scale routine with non-linear equality constraints? Thanks, Olivier
From: Derya Ozyurt on 18 Sep 2009 07:55
Hi Olivier, The answer to your question is unfortunately, no. Version 4 (R2008a) or newer versions of Optimization Toolbox has fmincon Algorithm 'interior-point' that can handle your problem. Best Regards, Derya "Olivier " <olivier.buu(a)varianinc.com> wrote in message news:h8uto7$os7$1(a)fred.mathworks.com... > I'm trying to solve a large-scale optimization problem with non-linear > equality constraints. As I read in the documentation, the large-scale > algorithm cannot be used with inequality constraints. However, the > function noncol must return a vector of inequality constraints, so Matlab > automatically defaults to the medium-scale algorithm when I call out > fmincon. > > Is there a way to use the large-scale routine with non-linear equality > constraints? > > Thanks, > Olivier |