I am trying to fit a function with nonlinear inequality constraints, for which I will also provide the gradient. Following the example "Nonlinear Constraints – Including Gradients in Constraint Functions" , I am attempting to set options for the optimizer (fmincon) but am running into the following error:
options = optimoptions(@fmincon,'SpecifyConstraintGradient',true);Error using optimoptions (line 105)'SpecifyConstraintGradient' is not an option for FMINCON.A list of options can be found on the FMINCON documentation page.
(After several attempts, I copied and pasted this command directly from the example, with the same result, and I have ensured that the algorithm is not "trust-region-reflective".)
I do have the global optimization toolbox, verified with 'ver' at the commandline. However, I also noticed that the help documentation for this toolbox is missing from the default location (the only two "…MATLAB_R2015b.app/help/toolbox/" directories that I see are 'coder' and 'stats').
Are these problems related, and if so, is there a way to fix it without reinstallation of Matlab?
If they are not related, how can I set the optimizer to use the supplied gradients?
I am running Matlab 2015b on MacOSX El Capitan, and intend to run the same routine with minimal changes on a machine running Scientific Linux and Matlab 2013a.
Many thanks, D. H. S.
Best Answer