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