Constrained minimization where one variable has to be bigger than another

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Maria445 2018-10-17

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评论： Matt J 2018-10-17

采纳的回答： Matt J

I have a problem using fmincon.

Basically, I want to perform a constrained minimization, and the function I want to minimize has 2 variables.

The problem is that one variable has to be bigger than the other, that is x1 > x2. Is it possible to set such a constraint using this solver?

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Matt J 2018-10-17

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Yes, you use the A,b inputs

A=[-1,1];
b=0;

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John D'Errico 2018-10-17

This is of course the correct answer...

Subject to the caveat that an inequality constraint in fmincon is assumed to be of the form A*X<=b, and in fact this constraint can be violated by as much as TolCon. Care must be taken if the goal is truly a strict inequality, thus x1>x2.

Matt J 2018-10-17

Also, see this recent related thread.

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