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How to impose multiple inequality constraints on fmincon?

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Shahab
Shahab 2012-9-13
How should I provide two inequality constraints as:
A1*x < b1
A2*x < b2
where the syntax is like this:
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
My mathematical constraint is this, actually:
-B < x(i+1)-x(i) < B

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Titus Edelhofer
Titus Edelhofer 2012-9-13
Hi,
for the left hand side, you multiply by -1, i.e.,
-x(i+1) + x(i) <= B
And combining is easy:
A = [A1; A2];
b = [b1; b2];
Titus

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