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

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medvall

Posts: 293
Registered: 1/23/06
Re: Preventing negative values in fmincon
Posted: May 25, 2008 11:13 AM
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Assuming you use for example KNITRO or SNOPT as mentioned it's either
a matter of a flag or precision. The numerical differentiation
routines in TOMLAB are safe-guarded against simple bounds, but best is
to use TOMLAB /MAD so that you obtain floating point precision for the
derivatives as well.

Best wishes, Marcus
Tomlab Optimization Inc.
http://tomopt.com/tomlab/




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