SURROGATEOPT, multiple constraints

Hello,

We want to use 2 inequality constraints in order to impose an equality constraint with the surrogateopt function.

We now have:

f.Fval = gamma_iteration;

f.Ineq1 = sum(weights_iteration)-1;

f.Ineq2 = -sum(weights_iteration)+1;

But if we look at the objective function values the constraints are not satisfied. Does anyone know how to do this?

Help would be much appreciated :)