Fminsearchcon (Scripts) Publisher's description
from John D'Errico
Nonlinear optimization problems with bound constraints can be solved using FMINSEARCHBND (as well as using many other tools.)
Nonlinear optimization problems with bound constraints can be solved using FMINSEARCHBND (as well as using many other tools.) For the user who has a problem with linear inequality constraints and/or general nonlinear inequalities as well as bound constraints, FMINSEARCHCON provides a toolbox free alternative, based on FMINSEARCH.
FMINSEARCHCON provides a simple, though carefully coded optimization code based on the Matlab provided FMINSEARCH. It uses transformations to deal with the bound constraints, but a penalty function approach to deal with the inequality constraints. The actual objective function is never evaluated outside of the bounds, as the bounds are always tested first.
Note that while FMINSEARCHCON does everything that FMINSEARCHBND is capable of and more, I've chosen to provide both these tools independently because FMINSEARCHCON has a more complex calling sequence. My expectation is that bound constraints are more commonly seen than general inequality constraints.
System Requirements:MATLAB 7.0.1 (R14SP1)
Program Release Status: New Release
Program Install Support: Install and Uninstall