Non-linear optimization with fmincon

Hi

I am solving a nonlinear convex optimization problem. The problem has equality nonlinear constraints. I also have non-negativity constraints. For some reason Matlab does not respect the non negativity constraints and finds an optimum in negative numbers. I have no idea why it does this.

Thanks in advance!

Juan

problem.x0          =x0;
problem.objective   =@(x)objfun(x);
problem.nonlcon     =@(x)confuneq(x,b1d,b1f,M1,z,g);
problem.solver      ='fmincon';
problem.options     =optimset('Display','iter-detailed');
problem.lb          =[0.1 0.1 0.1 0.1];
problem.ub          =[1000 1000 0.9 0.9];

Answer 1

[Alan Weiss]

Please show us your options and your call to fmincon and the resulting output. If you are using the interior-point or sqp algorithms, then fmincon strictly obeys bounds, and unless your problem is 5-dimensional or higher, all your solution components should be above 0.1.

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 2

[juan pf]

Thank you very much for your answer -- now works! The options are below.

x0=[0.5 0.5 0.5];

problem.x0 =x0; problem.objective =@(x)objfun(x); problem.nonlcon =@(x)confuneq(x,b1d,b1f,M1,z,g); problem.Algorithm = 'sqp'; problem.solver ='fmincon'; problem.options =optimset('Display','iter-detailed'); problem.lb =[0.1 0.1 0.1]; problem.ub =[2 20 0.9];

tic; [x,fval]=fmincon(problem); time=toc;