MATLAB: In fmincon function, how can I impose non-strict constraints

Question

In fmincon, I know MATLAB can set constraints like a+b<=1 and a<=1, but what about a+b<1 and a<1?

Answer 1

There is a tolerance called TolCon that gives the wiggle room for constraint violation. So, if you have options such as

 options = optimoptions('fmincon');

then, similar to Walter's suggestion, you can try to enforce

 a + b <= 1 - options.TolCon; % in a linear inequality constraint
 a <= 1 - options.TolCon; % in a bound

Alan Weiss

MATLAB mathematical toolbox documentation