Non-linear optimization with fmincon
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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!
problem.lb =[0.1 0.1 0.1 0.1];
problem.ub =[1000 1000 0.9 0.9];
Alan Weiss on 25 Mar 2014
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.
MATLAB mathematical toolbox documentation