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fmincon wrapping nonlin_min

From: Asma Afzal
Subject: fmincon wrapping nonlin_min
Date: Fri, 26 Jun 2015 20:56:39 +0100

Hi Olaf,

I need some help in wrapping fmincon to nonlin_min:

- User supplied gradient of nonlinear constraints.
Consider the example:

objective_function = @ (p) p(1)^2 + p(2)^2;
 pin = [-2; 5];
 constraint_function = @ (p) p(1)^2 + 1 - p(2);
 gradc = @(p) [2*p(1);-1];
 [p, objf, cvg, outp] = nonlin_min (objective_function, pin, optimset
("equc", {constraint_function, gradc}))

It gives the following error:
error: function handle type invalid as index value

What is the right way pass gradc to nonlin_min?

- Another simple example:

f = @(x) -x(1) * x(2) * x(3);
S = [1  -1;   2  -2;   2  -2]
b = [0;72];
x0 = [10;10;10];
[x,fval] = nonlin_min( f, x0, optimset ("inequc",{S,b}) )

Gives an error with lm_feasible
error: __lm_feasible__: operator -: nonconformant arguments (op1 is
3x1, op2 is 3x0)
__lm_feasible__.m at line 208, column 11

but it works fine with octave_sqp.

- Output Gradient and Hessian at the solution as in Matlab.

- Output Lambda as a structure: changing backend to octave_sqp when
this output is requested? but the ordering issue again comes down to
the lambda returned from qp.

My code for fmincon:


Kind Regards,

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