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?
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