Implementation of limits on the optimization results

Hi guys, I've want to optimize my problem using "fmincon". I want to put limits on the answers, let's say I want x1 > x2 and x2 > x3 in here:

x = fmincon(fun,x0,A,b,[],[],nonlincon)

how should I implement this kinda constraints?

I've set "A" to [-1 1 0;0 -1 1] and "b" to zeros(size(A,1),1) but I get infeasible results! Shouldn't it work?! Please help me out.

Best regards,

Answer 1

[Oleg Komarov]

Should it be

b = zeros(size(A,1),1);

An example problem (without nonlinear constraints):

f = @(x) x(1)^2 + x(2)^2 + x(3)^2;
A = [-1  1 0
      0 -1 1];
b = zeros(size(A,1),1);
X = fmincon(f,3:-1:1,A,b);

[Itachi]

Thanks, so setting "A" to [-1 1 0;0 -1 1] and "b" to zeros(size(A,1),1) should work correct. right?

[Oleg Komarov]

Well, I am not sure about the nonlinear constraints, but I can't guess them.

[Itachi]

Well, I'm saying in any problem if we want to reach this goal we should apply similar methodes like above, right?

[Oleg Komarov]

I showed you some syntax, not methods.

If you're alluding to the choice of X0 (the starting values for the x) then I just picked up something that did not satisfy the constraints to check afterwards that they were satisfied.

Also, you were talking about x1, x2, x3 and f is an example of a function in 3 variables. Basically, that's how you should write it.

[Itachi]

Thanks.