Constrained Optimization with fmincon for multiple inequalities
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I am stuck with the implementation of the boundaries to fmincon command. Constraints on the optimization variable u are;
a1 <= u <= a2
b1 <= u <= b2
But, I have no exact knowledge on a1, b1, a2, and b2. Mathematically, I can express my constraints as follows;
max(a1, b1) <= u <= min(a2, b2)
These a1, a2, b1, and b2's are changing for each output of the optimization variable u.
How can I implement these inequalities in fmincon?
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