Constrained minimization where one variable has to be bigger than another

I have a problem using fmincon.

Basically, I want to perform a constrained minimization, and the function I want to minimize has 2 variables.

The problem is that one variable has to be bigger than the other, that is x1 > x2. Is it possible to set such a constraint using this solver?

Answer 1

[Matt J]

Yes, you use the A,b inputs

A=[-1,1];
b=0;

[John D'Errico]

This is of course the correct answer...

Subject to the caveat that an inequality constraint in fmincon is assumed to be of the form A*X<=b, and in fact this constraint can be violated by as much as TolCon. Care must be taken if the goal is truly a strict inequality, thus x1>x2.

[Matt J]

Also, see this recent related thread.