SURROGATEOPT, multiple constraints
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Hello,
We want to use 2 inequality constraints in order to impose an equality constraint with the surrogateopt function.
We now have:
f.Fval = gamma_iteration;
f.Ineq1 = sum(weights_iteration)-1;
f.Ineq2 = -sum(weights_iteration)+1;
But if we look at the objective function values the constraints are not satisfied. Does anyone know how to do this?
Help would be much appreciated :)
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