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Matlab: Multidimensional constrained nonlinear minimization such as Nelder-Mead?

I need to find the constrained version of fminsearch in Matlab, the fminsearch works with unconstrained nonlinear minimization. What is such operation?

Solution

  • fminbnd is a bounded non-linear minimisation function, but it is restricted to one-dimension.

    fmincon is the constrained version of fminsearch, but is only available in the Optimisation Toolbox.

    If you have the Optimation toolbox, you should use fmincon, as it is more flexible, and in general will be faster.