DSPRelated.com
Forums

fmincon violates constraints

Started by didi...@yahoo.com September 21, 2009
Hello everyone!
I have a problem with fmincon violating the constraints, as I know during the optimization fmincon can violate it's constraints but I think that this makes me problems. One of my constraints is that the output vector should be nondecreasing because my objective function use spcol routine which fails if I pass decreasing point sequence.
To solve this problem I sort fmincon output vector before I pass it to my ojective function but I'm not sure if I may do this? Doesn't this sorting costs problems in fmincon's result?
Here is more precise what I do:

>>
function J=objfun1(knot, param, k, P)
knot=sort(knot);
param=sort(param);

M=spcol(knot, k, param);
Mplus=pinv(M);
d=Mplus*P;

C=spmak(knot, d');
Cprim=fnder(C);

ff=fnval(Cprim, param);
norma(1,:).^2+ff(2,:).^2;
length=trapz(norma);

J=length;
>>

where knot and param are parameters that I change during the optimization.

Thanks

Didi