![]() I tried the combination of two approaches which caused the error in my code. In the second option, function handle should be either defined outside of definition of Fmincon or defined inside the nonlcon function.Įxplanation of all the other variables in fmincon can be found here.The fmincon choice of step size may be very inappropriate for your objective function. In this option, c and ceq can be two vectors of residual. Simply write a trivial matlab function that calculates the derivative of your objective function by forward difference and compare that to your analytical value for different values of the step size. For the first case, as Kevin mentioned you can define a function with the same name and generate all the nonlinear constraints (including Equality and Inequality) and return to Fmincon as the output of the defined nonlcon function.Two mentioned expressions have a very slight difference in their implementation. In which nonlcon (used to add the nonlinear constraints to the model) can be a function name or a function handle (by putting before function's name). ![]() ![]() The general form of Fmincon function (minimizing constrained nonlinear multivariable function) in Matlab optimization toolbox is as follow: Option 1: or ( composing this answer for future similar questions): Following Kevin Dalmeijer's answer ( Accepted), I found the following approach to solve the problem that I had. understand how fmincon works through an example - MATLAB Answers - MATLAB Central understand how fmincon works through an example Follow 3 views (last 30 days) Show older comments xueqi on 0 Edited: xueqi on Dear All, In my research I used fmincon a lot and I have been trying to understand how it works for a long time. Copy code is written in python import matlab.engine Start the MATLAB Engine matlabeng () Define the objective function def objective (x): return x2 Define the initial guess x0 matlab.double ( 2.0) Define the lower and upper bounds for the variable lb matlab.double ( 0.0) ub matlab.double ( 5. ![]()
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