order of nonlinear inequality constraints when using fmincon
1 view (last 30 days)
Show older comments
When using fmincon, I have found that the order in which I build up the nonlinear inequality (cIneqVec) constraint vector impacts the resulting value of the objective function.
Is the order in which I build up cIneqVec important?
Does fmincon somehow prioritize the constraints based on their element position in the vector?
0 Comments
Answers (1)
Matt J
on 26 Aug 2020
Edited: Matt J
on 26 Aug 2020
The order of the constraints would probably cause their gradients and Hessians to be summed in a different order, which in turn would introduce small differences in floating point approximation errors into the results. My guess is that the differences you see are due to that.
0 Comments
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!