What Is Optimization Toolbox?

fminconsubproblem at each iteration. An estimate of the Hessian of theLagrangian is updated at each iteration using the BFGS formula (seefminunc and references [7] and [8]).A line search is performed using a merit function similar to thatproposed by [4], [5], and [6]. The QP subproblem is solved using anactive set strategy similar to that described in [3]. A full description ofthis algorithm is found in “Constrained Optimization” on page 3-29 inChapter 3, “Standard Algorithms”.See also “SQP Implementation” on page 3-32 for more details on thealgorithm used.Limitationsfmincon only handles real variables.fmincon is a gradient-based method that is designed to work onproblems where the objective and constraint functions are bothcontinuous and have continuous first derivatives.fmincon might only give local solutions.When the problem is infeasible, fmincon attempts to minimize themaximum constraint value.The objective function and constraint function must be real-valued; thatis, they cannot return complex values.The large-scale method does not allow equal upper and lower bounds.For example, if lb(2)==ub(2), thenfmincon gives this error:Equal upper and lower bounds not permitted in thislarge-scale method.Use equality constraints and the medium-scalemethod instead.If you have only equality constraints, you can still use the large-scalemethod. But if you have both equalities and bounds, you must use themedium-scale method.8-52