MATLAB: How can i describe this inequality on fmincon command

fminconoptimization

a*x - b*x^2 > C - D

There are x and x^2 and i don't know how i can describe inequality for using fmincon. What is b at this inequality?

x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)

Thanks

Hi,

due to x² you have to use a nonlinear inequality. See details here:

In general you have to write a function like this:

function [c,ceq] = mycon(x)
    c = ...     % Compute nonlinear inequalities at x.
    ceq = ...   % Compute nonlinear equalities at x.
end

where c(x) is the array of nonlinear inequality constraints at x. fmincon attempts to satisfy:

c(x) <= 0

for all entries of c. ceq(x) is the array of nonlinear equality constraints at x. fmincon attempts to satisfy:

ceq(x) = 0

for all entries of ceq.

So it is needed to rewrite your condition i a way, that this condition is fulfilled. A good resource with example you find here:

Best regards

Stephan