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Question on fmincon in formulating a constrained optimization

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Hi, I am facing a complex optimization problem. It is a constrained nonlinear minimization problem. So I use fmincon and it works. But it turns out, there are a number of intermediate results that also need to be under certain constraints. How to formulate that in fmincon? Or is fmincon the right function to use? Thank you for any suggestions.
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Walter Roberson
Walter Roberson am 19 Okt. 2017
I am not sure what you mean by "intermediate results" here? Do you mean that the variables have to have particular relationships to each other?
JFz
JFz am 19 Okt. 2017
It is that, in order to calculate the final result -- the objective function, I have to calculate dependent variables from the independent variables. Those dependent variable are the intermediate results and they need to satisfy certain constraints.

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Nicolas Schmit
Nicolas Schmit am 19 Okt. 2017
fmincon() seems to be the right choice. The constraints on the intermediate results can be specified as nonlinear constraints in fmincon(). See the following example https://www.mathworks.com/help/optim/ug/nonlinear-inequality-constraints.html
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JFz
JFz am 19 Okt. 2017
Yes. This is the answer. Thank you!

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