Symbolic Maths and Active-Set algorithm in fmincon

How fmincon function can be employed for symbolic maths problems?

Matlab documentation has example for Interior point algorithm with symbolic maths, but my problem specifically requires application of Active-Set Algorithm in fmincon function.

For a sample problem like below, (only for sample)

min fX= (x1)^2 + 3* (x2)^2

s.t.

constr1= x1- 2*x2 <0

constr2= x1 - x2 <0

where

X= [x1 x2]

Answer 1

[Alan Weiss]

You seem to know about the documentation example using function files and the example using function handles. Those examples work just fine with the 'active-set' algorithm, except you cannot use a Hessian function with that algorithm. But you are free to use matlabFunction to evaluate the objective function and its gradient, and also the nonlinear constraints and their gradients. Include these functions the same way as for the 'interior-point' algorithm.

Also, you might want to try 'sqp' instead of 'active-set', but that is entirely up to you.

Alan Weiss

MATLAB mathematical toolbox documentation