fmincon violates nonlinear inequality during search

Hi everyone,

I am trying to solve an optimization problem using fmincon with a nonlinear inequality restriction. Part of the objective function is undefined if this nonlinear inequality is violated. I also set up lower and upper bounds for fmincon. I use the "interior-point" algorithms so that the bounds are never violated. However, fmincon does search beyond the region defined by the nonlinear inequality. When it does, the objective function is not defined and Matlab reports an error. Is there any way to restrict the search within the region defined by the nonlinear inequality restriction?

Thanks a lot!

Cindy

Answer 1

[Sargondjani]

No there is not. You will have to be innovative yourself to avoid this from happening...