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Topic: Preventing negative values in fmincon
Replies: 10   Last Post: May 28, 2008 12:03 PM

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John D'Errico

Posts: 9,058
Registered: 12/7/04
Re: Preventing negative values in fmincon
Posted: May 23, 2008 1:42 PM
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"Mike " <michael.gerstREMOVE@yale.edu> wrote in message
<g16un9$flb$1@fred.mathworks.com>...
> Ok, I think it makes sense now. I'll give it a try and see
> what happens. You mentioned there are other transformations
> that can be used to enforce non-negativity; do you have a
> reference or document for those also?


Well, actually I was referring to dually bounded
problems, such as

a <= x <= b

Here a sin or sin^2 transformation is often used,
although I have occasionally employed an atan
transformation.

Non-negativity can also be enforced using an
exponential. The problem here is it tends to
make the problem a bit nastily nonlinear.

John



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