MATLAB: Question on fmincon in formulating a constrained optimization

Question

Hi, I am facing a complex optimization problem. It is a constrained nonlinear minimization problem. So I use fmincon and it works. But it turns out, there are a number of intermediate results that also need to be under certain constraints. How to formulate that in fmincon? Or is fmincon the right function to use? Thank you for any suggestions.

Answer 1

fmincon() seems to be the right choice. The constraints on the intermediate results can be specified as nonlinear constraints in fmincon(). See the following example https://www.mathworks.com/help/optim/ug/nonlinear-inequality-constraints.html