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Topic: Objective function or lagrangian gradient input to fmincon?
Replies: 2   Last Post: Jan 21, 2013 10:58 AM

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Alan Weiss

Posts: 1,206
Registered: 11/27/08
Re: Objective function or lagrangian gradient input to fmincon?
Posted: Jan 21, 2013 10:58 AM
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On 1/21/2013 2:17 AM, Bruno Luong wrote:
> "George Shoukry" wrote in message
> <kdi3jg$bte$1@newscl01ah.mathworks.com>...

>> So, the gradient doesn't need to be of the lagrangian; just the
>> objective function?
>>

>
> Simple and logical:
>
> The gradient implemented of the objective function for must be the
> objective function alone. The gradient implemented of the constraint
> function for must be the constraint function alone.
> Bruno


To add to what Bruno said, you could check the documentation for
objectives and constraints:
http://www.mathworks.com/help/optim/ug/writing-objective-functions.html#bsj1e55
http://www.mathworks.com/help/optim/ug/writing-constraints.html#brhkghv-16

Alan Weiss
MATLAB mathematical toolbox documentation



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