General question on minimizing a function with complex Nonlinear Constraints using fmincon

Let fun = X(1)*X(2)*X(3) - X(4)*X(5) + X(1)^(2)

parameter vector X = [X(1),X(2),X(3),X(4),X(5)]

Constraints:

1. X(1) > 0;
2. X(1)-(X(4)*X(3)) <= X(2) <= (2-X(3))/3;
3. X(4)X(3)(X(2)-((1-X(3))/2)) <= X(1)(X(2)-X(1)+(X(4)*X(3)));

when the constraints are simpler I can make the appropriate A,b,Aeq,beq,lb,ub,nonlcon vectors or matrices depending on the situation. But how to approach when the constraints are complex as above.

https://stackoverflow.com/questions/65741125/general-question-on-minimizing-a-function-with-complex-nonlinear-constraints-usi January 16, 2021 at 01:50AM