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Topic: fmincon does not respect boundaries
Replies: 3   Last Post: Jan 3, 2013 1:26 PM

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Alan Weiss

Posts: 1,240
Registered: 11/27/08
Re: fmincon does not respect boundaries
Posted: Jan 2, 2013 10:41 AM
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On 12/26/2012 4:27 PM, matteo.diplomacy@gmail.com wrote:
> I have a problem with ten variables.
> I have lower and upper boundaries for each variable. During the optimization process (e.g 2nd iteration), the fmincon uses input variables violating the boundaries. This behavior leads an error in my function, because it loses its consistency.
>
> Why does fmincon violate the imposed boundaries, lb and ub ?


This issue can be avoided by using the interior-point or sqp algorithm:
http://www.mathworks.com/help/optim/ug/writing-constraints.html#br9p_ry

Alan Weiss
MATLAB mathematical toolbox documentation



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