order of nonlinear inequality constraints when using fmincon

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Stephane Eisen
Stephane Eisen 2020-8-26
编辑： Matt J 2020-8-26
When using fmincon, I have found that the order in which I build up the nonlinear inequality (cIneqVec) constraint vector impacts the resulting value of the objective function.
Is the order in which I build up cIneqVec important?
Does fmincon somehow prioritize the constraints based on their element position in the vector?

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回答（1 个）

Matt J
Matt J 2020-8-26
编辑：Matt J 2020-8-26
The order of the constraints would probably cause their gradients and Hessians to be summed in a different order, which in turn would introduce small differences in floating point approximation errors into the results. My guess is that the differences you see are due to that.

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