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Topic: Using fmincon with multiple nonlinear constraints which are only partially differentiable
Replies: 1   Last Post: Oct 8, 2013 2:21 PM

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Alan Weiss

Posts: 1,255
Registered: 11/27/08
Re: Using fmincon with multiple nonlinear constraints which are only
partially differentiable

Posted: Oct 8, 2013 2:21 PM
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On 10/8/2013 1:49 PM, Kenyon wrote:
> Hi,
>
> I'm using fmincon (interior point method) to solve a problem with
> multiple nonlinear constraints. The problem is, some of the
> constraints have closed-form derivatives, and others don't. In this
> case, can I still set the "GradConstr" to "on"? If yes, how should I
> write the nonlinear constraints?
>
> Thanks a lot!


To sensibly set GradConstr to 'on', you need a nonlinear constraint
function that returns a gradient for all of the constraints, not just
some of them. So the answer to your first question is no.

Alan Weiss
MATLAB mathematical toolbox documentation



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