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

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Michael

Posts: 14
Registered: 2/19/08
Preventing negative values in fmincon
Posted: May 21, 2008 10:11 AM
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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



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