fmincon linear inequality constraint

Hello,

I am using fmincon to search for minimum of function f(x)

How can I define a linear inequality constraint, that also has the x from objective function with a constant and a Matrix?

I want to express the constraint like:

x * a_matrix + a_constant ≤ 0

Thanks

Berkay

Answer 1

[Walter Roberson]

A = a_matrix
b = -a_constant

and those go as the third and fourth parameters of fmincon

fmincon(objective_function, x0, A, b, ...)

[Yigit Berkay Bozkurt]

Thank you for your solution.

But, now I am encountering the error: Row dimension of A is inconsistent with length of b.

A is a matrix of dimensions 13x15.

My objetive function:

f = norm((xivector - a_matrix*x))^2;

What do you suggest?

[Walter Roberson]

A = a_matrix
b = repmat(-a_constant, size(A,1), 1);

[Walter Roberson]

https://www.mathworks.com/help/optim/ug/optimization-tool-with-the-lsqlin-solver.html

[Yigit Berkay Bozkurt]

It runs now. Thanks Walter!

Best Regards

Berkay