MATLAB: Using fmincon with multiple inequality constraints

Question

I'm not really sure if I'm asking this correctly, but I'm trying to minimize this function given the constraints using fmincon:

Answer 1

You can easily formulate these constraint for fmincon using the recipes in Write Constraints. Your first two constraints, and , can be written as Nonlinear Constraints. The third, , is a Linear Constraint. The constraints and are best expressed as Bound Constraints.

And you need to keep in mind that fmincon insists that you formulate all of your functions in terms of one variable, x, so you would have x = x(1) and y = x(2). See Writing Scalar Objective Functions.

Alan Weiss

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