optimization: constraint (how to state 0<x<1)

Hi all

I am following http://www.mathworks.com/help/optim/ug/nonlinear-equality-and-inequality-constraints.html

In this problem, we minimize an objective function using fmincon.

In particular, I have a question about the constraint. If I want to state that:

x(1)>0, 0<=x(1)<=1

How do I use specify this in matlab's language?

Answer 1

[John D'Errico]

These are simple bound constraints. Use the upper and lower bounds that fmincon offers. (READ THE HELP!)

Alternatively, you could just recognize that those constraints are simply

x(1) >= 0
x(1) <= 1

and supply them as linear inequality constraints.