MATLAB: Fmincon is not feasible

fminconlinear optimizationMATLABoptimization

I am trying to solve some sort of gradient projection problem , using fmincon. The problem is as follows:
min C*x
Aeq*x = 0
lb <= x <= ub
where lb and ub are some real vectors(between -10 and 10) and x is a vector as well. I set starting point to be 0, and have not change the other parameters of fmincon. The problem is fminco return non-feasible solutions with following massage:
fmincon stopped because it exceeded the function evaluation limit,
Note: some elements of ub are equal to zero, as well as all elements of x0.
Any suggestion for fixing the problem?

Best Answer

Use linprog instead of fmincon.
Best wishes
Torsten.