
Re: Lower bound of a nonconvex program through the dual problem in Matlab
Posted:
Jan 22, 2013 12:33 PM


Dear Bruno,
Thanks for your reply. I tried the 'interiorpointmethod' to solve the following (trial) optimization problem:
min_x exp(x) * cos(2*pi*x) s.t. x >= 0
I used the following options:
options = optimset('Display','off','Algorithm','interiorpoint','MaxFunEvals', 5000,'TolFun', 1e6,'TolX',1e6,'TolCon',1e6, 'MaxIter', 500,'Display','off');
[x,netval,exitflag] = fmincon(@NonConvexFunction,x0,[],[],[],[],0,[]); %% 0 is the %% lower bound of x
Unfortunately, my solution is getting stuck at a local minimum. Please let me know if I can get the lower bounds of this problem through the interior point method.
Please also inform me if you know of any other software that provides bounds for nonconvex problems.
Thanks,
Nazmul
"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <kddrp8$p10$1@newscl01ah.mathworks.com>... > Use fmincon with interiorpoint method. I believe it minimizes the dualgap. > > Bruno

