![]() I tried the combination of two approaches which caused the error in my code. This makes the entire optimization process completely useless and a big lost of time In the end fmincon return an infeasible solution. In the second option, function handle should be either defined outside of definition of Fmincon or defined inside the nonlcon function.Įxplanation of all the other variables in fmincon can be found here.In this option, c and ceq can be two vectors of residual. For the first case, as Kevin mentioned you can define a function with the same name and generate all the nonlinear constraints (including Equality and Inequality) and return to Fmincon as the output of the defined nonlcon function. Constrained minimization problems can be solved in MATLAB using fmincon functions.Two mentioned expressions have a very slight difference in their implementation. It won't work, and fmincon will fail to converge. In which nonlcon (used to add the nonlinear constraints to the model) can be a function name or a function handle (by putting before function's name). Fmincon is not designed to solve binary integer probramming problems, and you cannot sneakily force it to do so by a kludge of a constraint like that. ![]() ![]() The general form of Fmincon function (minimizing constrained nonlinear multivariable function) in Matlab optimization toolbox is as follow: Option 1: or ( composing this answer for future similar questions): Below is an example of solving the Hock Schittkowski problem 71, a minimal example that includes a nonlinear inequality and equality constraint. Following Kevin Dalmeijer's answer ( Accepted), I found the following approach to solve the problem that I had. ![]()
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