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Michael
Posts:
14
Registered:
2/19/08


Preventing negative values in fmincon
Posted:
May 21, 2008 10:11 AM


Hi all,
I have setup a minimization problem using fmincon with linear and non linear inequality constraints. I am having the problem where fmincon will guess negative values for some of the decision variables, even though I have included a zero lower bound in the constraint matrix (instead of using "lb").
After looking through the results in more detail, this appears to happen when certain variables have been minimized to zero. In order to further decrease the value of the objective function, fmincon will try to assign a negative value to some of the decision variables which are already at zero. Also, this usually happens when the objective function is nearing a minimum.
Why is this happening when I have coded in a lower bound of zero? Are there any ways to prevent this from happening? Any help would be greatly appreciated, as this has turned out to be a very frustrating problem.
Thanks, Mike



