MATLAB: IMPOSING CONSTRAINTS in FMINCON

constraintsfminconMATLABparameters

Hi to everyone, I would like to know if is it possible to insert a constraint on fmincon, that works on parameters, in the sense that from optimization that returns me 4 parameters (w,a,b,e), I want to constrain the parameter a to be less than b, a<b. What is the correct form to add this new constraint to the others A=[0 1 1 0] and b=[1].
Thank you in advance for any reply and suggestion.

Best Answer

A=[0 1 1 0; 0 1 -1 0];
b=[1;0];
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