Hot to add constraints to non decision variables in fmicon?

Hi I am using Fmincon to solve steady state optimization problem where I need to add constraints to non-decision variables how can I do this in fmincon.

regards Jayaram

Answer 1

[Alan Weiss]

You can write any constraints you like as nonlinear constraints.

Alan Weiss

MATLAB mathematical toolbox documentation

[jayaram valluru]

I have tried this its working.

Thank you Alan.

regards Jayaram

[Walter Roberson]

Gregory Schröder comments to Alan Weiss:

To be honest: This answer does not help me at all. In the documentary for Nonlinear Constraints only decision variables are used.

[Walter Roberson]

Gregory:

The link Alan included leads to http://www.mathworks.com/help/optim/ug/nonlinear-constraints.html which shows using arbitrary input values as part of the constraint calculation.

For fmincon and the other optimizers that support nonlinear constraints, the values that are passed in as the first argument to the nonlinear constraint function are all of the variables being optimized over, not just the decision variables.

fmincon itself does not even know what a decision variable is -- fmincon does not have integer constraints other than through the rather clumsy mechanism of having the nonlinear constraint function check mod(x,1)

[AM]

Hello, I know it's 3 years later but I have the same problem and do not know how to solve it, I do not know how to tell fmincon that the constrained variables are non decision variables.

If I define my constraints in a function called mycon and use the following syntax fmincon assumes the inputs of mycon are the decision variables.

nonlcon=@mycon
fmincon(@fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)  

Thank you in advance