Is there any way to derive the analytic gradient of constraint function in "fmincon" or we have to input it manually ?

Dear sir,

i have worked on optimization problem using command fmincon,and i have to input the analytic gradient of constraint function manually so can we create other function for calling the analytic gradient from other sources?

as we have this problem:

function [c,ceq,DC,DCeq] = confungrad(x)

c(1) = 1.5 + x(1) * x(2) - x(1) - x(2); % Inequality constraints

c(2) = -x(1) * x(2)-10;

% No nonlinear equality constraints

ceq=[]; % Gradient of the constraints: if nargout > 2

    DC= [x(2)-1, -x(2);

        x(1)-1, -x(1)];

    DCeq = [];

end

for the analytic gradient of constraint function DC.so can we call that value from other function without input manually like this?

thank you very much.i am very appreciated for your answers

Best Regards!

Answer 1

[Alan Weiss]

I am not sure what you are asking. If you would like MATLAB to calculate gradients for you, and you have Symbolic Math Toolbox, then you can use the techniques of this example using function files, or this example using function handles.

If I misunderstood your question, please try asking again in different words.

Alan Weiss

MATLAB mathematical toolbox documentation

[Chantrea Lean]

I am sorry for inconvenient,as we have the example above is there anyway to call the equation for inequality constraint c(1),c(2); from other MATLAB function no need to input directly like this because when i have a very large problem i can not try to input manually c(1),c(2)...c(n) .as well for analytic gradient can we create other function of MATLAB to help without input directly as you see

DC= [x(2)-1, -x(2);

     x(1)-1, -x(1)];

thank you very much sir,

Best Regards!

[Alan Weiss]

I am sorry, but I still have a hard time understanding what you are asking. If you are asking whether you can write a program to calculate your constraint function gradients, then the answer is yes, go ahead and write the function yourself. Sorry if this is not helpful, but it seems to me that is what you are asking.

If you are asking whether there is any built-in way to calculate gradients automatically, then the answer is yes, see my previous answer about using Symbolic Math Toolbox.

If you are asking something else, then I am afraid that we are not communicating well. Perhaps someone else might be able to understand and help you.

Alan Weiss

MATLAB mathematical toolbox documentation

[Walter Roberson]

Could you give an example of the inputs you do have, that you would like the constraint functions to be automatically written from?