setting a vector sum as a lower and upper bound in fmincon

I would like to set a constraint for the optimization problem to be solved by fmincon so that the vector, x, of solution values has values that sum between two scalar values. Is there a way to do this?

Answer 1

[Titus Edelhofer]

Hi,

yes there is: add to the matrix "A" (inequalities) two lines

A = [ones(1, length(x)); -ones(1, length(x))];

and for the right hand side take the upper and lower bound

b = [upperBound; -lowerBound];

Titus