MATLAB: Will fmincon take care of an infeasible initial value.

fminconMATLABoptimization

I am running fmincon with sqp. I have non-linear inequality and equality constraints. If the initial values I am providing fmincon already violate my constraints, will fmincon find a feasible solution for me. How does fmincon deal with this intial input?

Best Answer

Yes, an initial guess can violate the constraint. fmincon() will still find to find a feasible solution. For example
opts = optimoptions('fmincon', 'Algorithm', 'sqp');
fmincon(@(x) norm(x), [10; 5; 0], [], [], [], [], [], [], @nlcon, opts)
function [c, ceq] = nlcon(x)
    c = x(1) - 2;
    ceq = x(3) - 5;
end
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