MATLAB: Inequality Constraints on Parameter Estimates using lsqnonlin

Question

Hi, I am using lsqnonlin to solve a nonlinear least squares problem. I am aware of the fact that you can specify hard upper and lower bounds on parameters, however, is it possible to specify inequality constraints on fitted parameters. For example, if I am fitting parameters a,b,and c, I would like c<b<a. To be clear, I would only like to use lsqnonlin as this is the best nonlinear least squares solver for my problem.

Thanks!

Answer 1

Instead of b, use c+b'^2 and instead of a, use c+b'^2+a'^2 in your equations and solve for c, b' and a'.

Then c=c, b=c+b'^2 and a=c+b'^2+a'^2 satisfy your constraints.

Best wishes

Torsten.