I am trying to solve the following optimization problem with fmincon:
To do this, I have made the following code:
nonlcon = @(x) consfun(A,B,x);
x = fmincon(fun,x0,,,,,,,nonlcon);
Where ''consfun'' is the following function:
function [c,ceq] = consfun(A,B,x)
c = (norm(A*x,inf)/b)-D);
However, the final solution, x, does not satisfy the non-linear constraint so I wonder if the code is correct in relation to the optimisation problem posed.
Can anyone help me?
Thank you very much for your time!