MATLAB: Fmincon linear inequality constraint

Question

Hello,

I am using fmincon to search for minimum of function f(x)

How can I define a linear inequality constraint, that also has the x from objective function with a constant and a Matrix?

I want to express the constraint like:

x * a_matrix + a_constant ≤ 0

Thanks

Berkay

Answer 1

A = a_matrix
b = -a_constant

and those go as the third and fourth parameters of fmincon

fmincon(objective_function, x0, A, b, ...)