Using fmincon with nonlinear equalities

Hi,

I have an optimization problem where the objective is linear as are the constraints so I have been using Linprog to solve it. Here is my current code...

lb = zeros(4,1);
lb(1) = 2;
lb(3) = 31.350;
lb(4) = 31.350;
ub = Inf(4,1);
ub(4) = 33;
ub(3) = 33;
A = zeros(2,4);
A(1,1) = .024632; A(1,2) = .02383; A(1,3) = -1; b(1) = -32.300;
A(2,1) = .0605; A(2,2) = .017796; A(2,4) = -1; b(2) = -31.280;
Aeq = zeros(2,4); beq = zeros(2,1);
f = zeros(4,1);
f(1) = -1;
f(2)= -1;
[x fval] = linprog(f,A,b,Aeq,beq,lb,ub);

Now I want to add another constraint that is not linear. I know I have to change the solver to fmincon, but as I understand it you can't just add nonlinear constraints to the command window, you have to make a file for them. And I also have to create a file for my objective function?

Can someone please explain to me the changes I need to make to go from using linprog to fmincon.

Thank you.

Answer 1

[Alan Weiss]

You can use this for your objective function:

 fun = @(x)f'*x;

For nonlinear constraints, see the documentation.

Alan Weiss

MATLAB mathematical toolbox documentation