MATLAB: Fmincon and Active-set; symbolic math toolbox

active-setfminconoptimizationsymbolic

Is it possible to receive a function:
Xopt=myconopt('fmincon','Active-set',CostFn,ConstrFn,X0,X)
CostFn and ConstrFn are symbolic expressions whose symbolic elements come from X. X0 is initial guess value. CostFn has one expression, ConstrFn can have more than one symbolic expressions for constraints.
Thank you everybody for paying attention to my question 🙂

Best Answer

You have to give problems in the form Optimization Toolboxâ„¢ solvers require. Please check the syntax for fmincon if that is what you want to use.
To see how to use symbolic variables in an Optimization Toolbox optimization look at this example which uses files, or this example which uses function handles.
Alan Weiss
MATLAB mathematical toolbox documentation
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