Optimization:inequality constrains

Hello,

In matlab optimization toolbox, I have added the upper and lower bounds for the design variables (x(1), x(2)...etc). However, there are some other variables (constrains for the convergence) that have some inequality constrains for example (y > z) and (y < w). What is the syntax for those inequality constrains?

[B]

Note: I only know that, for example, variable y>z but I don't know the exact numbers because the values of y, z, w would change after changing the design variables.

Answer 1

[Walter Roberson]

Not all of the optimization routines support linear inequalities or non-linear inequalities.

http://www.mathworks.com/help/optim/ug/choosing-a-solver.html#brhkghv-19

http://www.mathworks.com/help/optim/ug/fmincon.html#inputarg_A

http://www.mathworks.com/help/optim/ug/writing-constraints.html#brhkghv-14

http://www.mathworks.com/help/optim/ug/nonlinear-inequality-constraints.html

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

http://www.mathworks.com/help/optim/ug/minimization-with-equality-constraints.html