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# fmincon

Find minimum of constrained nonlinear multivariable function

Nonlinear programming solver.

Finds the minimum of a problem specified by

b and beq are vectors, A and Aeq are matrices, c(x) and ceq(x) are functions that return vectors, and f(x) is a function that returns a scalar. f(x), c(x), and ceq(x) can be nonlinear functions.

x, lb, and ub can be passed as vectors or matrices; see Matrix Arguments.

## Syntax

``x = fmincon(fun,x0,A,b)``
``x = fmincon(fun,x0,A,b,Aeq,beq)``
``x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)``
``x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)``
``x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)``
``x = fmincon(problem)``
``````[x,fval] = fmincon(___)``````
``````[x,fval,exitflag,output] = fmincon(___)``````
``````[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(___)``````

## Description

example

````x = fmincon(fun,x0,A,b)` starts at `x0` and attempts to find a minimizer `x` of the function described in `fun` subject to the linear inequalities `A*x ≤ b`. `x0` can be a scalar, vector, or matrix. NotePassing Extra Parameters explains how to pass extra parameters to the objective function and nonlinear constraint functions, if necessary. ```

example

````x = fmincon(fun,x0,A,b,Aeq,beq)` minimizes `fun` subject to the linear equalities `Aeq*x = beq` and `A*x ≤ b`. If no inequalities exist, set `A = []` and `b = []`.```

example

````x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)` defines a set of lower and upper bounds on the design variables in `x`, so that the solution is always in the range `lb `≤` x `≤` ub`. If no equalities exist, set `Aeq = []` and ```beq = []```. If `x(i)` is unbounded below, set ```lb(i) = -Inf```, and if `x(i)` is unbounded above, set `ub(i) = Inf`. NoteIf the specified input bounds for a problem are inconsistent, `fmincon` throws an error. In this case, output `x` is `x0` and `fval` is `[]`.For the default `'interior-point'` algorithm, `fmincon` sets components of `x0` that violate the bounds `lb ≤ x ≤ ub`, or are equal to a bound, to the interior of the bound region. For the `'trust-region-reflective'` algorithm, `fmincon` sets violating components to the interior of the bound region. For other algorithms, `fmincon` sets violating components to the closest bound. Components that respect the bounds are not changed. See Iterations Can Violate Constraints. ```

example

````x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon)` subjects the minimization to the nonlinear inequalities `c(x)` or equalities `ceq(x)` defined in `nonlcon`. `fmincon` optimizes such that `c(x) ≤ 0` and `ceq(x) = 0`. If no bounds exist, set ```lb = []``` and/or `ub = []`.```

example

````x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)` minimizes with the optimization options specified in `options`. Use `optimoptions` to set these options. If there are no nonlinear inequality or equality constraints, set `nonlcon = []`.```

example

````x = fmincon(problem)` finds the minimum for `problem`, where `problem` is a structure described in Input Arguments. Create the `problem` structure by exporting a problem from Optimization app, as described in Exporting Your Work.```

example

``````[x,fval] = fmincon(___)```, for any syntax, returns the value of the objective function `fun` at the solution `x`.```

example

``````[x,fval,exitflag,output] = fmincon(___)``` additionally returns a value `exitflag` that describes the exit condition of `fmincon`, and a structure `output` with information about the optimization process.```

example

``````[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(___)``` additionally returns:`lambda` — Structure with fields containing the Lagrange multipliers at the solution `x`.`grad` — Gradient of `fun` at the solution `x`.`hessian` — Hessian of `fun` at the solution `x`. See fmincon Hessian.```

## Examples

collapse all

Find the minimum value of Rosenbrock's function when there is a linear inequality constraint.

Set the objective function `fun` to be Rosenbrock's function. Rosenbrock's function is well-known to be difficult to minimize. It has its minimum objective value of 0 at the point (1,1). For more information, see Solve a Constrained Nonlinear Problem, Solver-Based.

`fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;`

Find the minimum value starting from the point `[-1,2]`, constrained to have $x\left(1\right)+2x\left(2\right)\le 1$. Express this constraint in the form `Ax <= b` by taking `A = [1,2]` and `b = 1`. Notice that this constraint means that the solution will not be at the unconstrained solution (1,1), because at that point $x\left(1\right)+2x\left(2\right)=3>1$.

```x0 = [-1,2]; A = [1,2]; b = 1; x = fmincon(fun,x0,A,b)```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. ```
```x = 1×2 0.5022 0.2489 ```

Find the minimum value of Rosenbrock's function when there are both a linear inequality constraint and a linear equality constraint.

Set the objective function `fun` to be Rosenbrock's function.

`fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;`

Find the minimum value starting from the point `[0.5,0]`, constrained to have $x\left(1\right)+2x\left(2\right)\le 1$ and $2x\left(1\right)+x\left(2\right)=1$.

• Express the linear inequality constraint in the form `A*x <= b` by taking `A = [1,2]` and `b = 1`.

• Express the linear equality constraint in the form `Aeq*x = beq` by taking `Aeq = [2,1]` and `beq = 1`.

```x0 = [0.5,0]; A = [1,2]; b = 1; Aeq = [2,1]; beq = 1; x = fmincon(fun,x0,A,b,Aeq,beq)```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. ```
```x = 1×2 0.4149 0.1701 ```

Find the minimum of an objective function in the presence of bound constraints.

The objective function is a simple algebraic function of two variables.

`fun = @(x)1+x(1)/(1+x(2)) - 3*x(1)*x(2) + x(2)*(1+x(1));`

Look in the region where `x` has positive values, x(1) ≤ 1, and x(2) ≤ 2.

```lb = [0,0]; ub = [1,2];```

There are no linear constraints, so set those arguments to `[]`.

```A = []; b = []; Aeq = []; beq = [];```

Try an initial point in the middle of the region. Find the minimum of `fun`, subject to the bound constraints.

```x0 = [0.5,1]; x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the default value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance. <stopping criteria details>```
```x = 1.0000 2.0000```

A different initial point can lead to a different solution.

```x0 = x0/5; x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the default value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance. <stopping criteria details>```
```x = 1.0e-06 * 0.4000 0.4000```

To see which solution is better, see Obtain the Objective Function Value.

Find the minimum of a function subject to nonlinear constraints

Find the point where Rosenbrock's function is minimized within a circle, also subject to bound constraints.

```fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2; ```

Look within the region , .

```lb = [0,0.2]; ub = [0.5,0.8]; ```

Also look within the circle centered at [1/3,1/3] with radius 1/3. Copy the following code to a file on your MATLAB® path named `circlecon.m`.

``` % Copyright 2015 The MathWorks, Inc. function [c,ceq] = circlecon(x) c = (x(1)-1/3)^2 + (x(2)-1/3)^2 - (1/3)^2; ceq = []; ```

There are no linear constraints, so set those arguments to `[]`.

```A = []; b = []; Aeq = []; beq = []; ```

Choose an initial point satisfying all the constraints.

```x0 = [1/4,1/4]; ```

Solve the problem.

```nonlcon = @circlecon; x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon) ```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. x = 0.5000 0.2500 ```

Set options to view iterations as they occur and to use a different algorithm.

To observe the `fmincon` solution process, set the `Display` option to `'iter'`. Also, try the `'sqp'` algorithm, which is sometimes faster or more accurate than the default `'interior-point'` algorithm.

```options = optimoptions('fmincon','Display','iter','Algorithm','sqp'); ```

Find the minimum of Rosenbrock's function on the unit disk, . First create a function that represents the nonlinear constraint. Save this as a file named `unitdisk.m` on your MATLAB® path.

```function [c,ceq] = unitdisk(x) c = x(1)^2 + x(2)^2 - 1; ceq = []; ```

Create the remaining problem specifications. Then run `fmincon`.

```fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2; A = []; b = []; Aeq = []; beq = []; lb = []; ub = []; nonlcon = @unitdisk; x0 = [0,0]; x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options) ```
``` Iter Func-count Fval Feasibility Step Length Norm of First-order step optimality 0 3 1.000000e+00 0.000e+00 1.000e+00 0.000e+00 2.000e+00 1 12 8.913011e-01 0.000e+00 1.176e-01 2.353e-01 1.107e+01 2 22 8.047847e-01 0.000e+00 8.235e-02 1.900e-01 1.330e+01 3 28 4.197517e-01 0.000e+00 3.430e-01 1.217e-01 6.172e+00 4 31 2.733703e-01 0.000e+00 1.000e+00 5.254e-02 5.705e-01 5 34 2.397111e-01 0.000e+00 1.000e+00 7.498e-02 3.164e+00 6 37 2.036002e-01 0.000e+00 1.000e+00 5.960e-02 3.106e+00 7 40 1.164353e-01 0.000e+00 1.000e+00 1.459e-01 1.059e+00 8 43 1.161753e-01 0.000e+00 1.000e+00 1.754e-01 7.383e+00 9 46 5.901600e-02 0.000e+00 1.000e+00 1.547e-02 7.278e-01 10 49 4.533081e-02 2.898e-03 1.000e+00 5.393e-02 1.252e-01 11 52 4.567454e-02 2.225e-06 1.000e+00 1.492e-03 1.679e-03 12 55 4.567481e-02 4.405e-12 1.000e+00 2.095e-06 1.502e-05 13 58 4.567481e-02 2.220e-16 1.000e+00 2.442e-09 1.287e-05 Local minimum possible. Constraints satisfied. fmincon stopped because the size of the current step is less than the value of the step size tolerance and constraints are satisfied to within the value of the constraint tolerance. x = 0.7864 0.6177 ```

Include gradient evaluation in the objective function for faster or more reliable computations.

Include the gradient evaluation as a conditionalized output in the objective function file. For details, see Including Gradients and Hessians. The objective function is Rosenbrock's function,

` `

` `
```function [f,g] = rosenbrockwithgrad(x) % Calculate objective f f = 100*(x(2) - x(1)^2)^2 + (1-x(1))^2; if nargout > 1 % gradient required g = [-400*(x(2)-x(1)^2)*x(1)-2*(1-x(1)); 200*(x(2)-x(1)^2)]; end ```

Save this code as a file named `rosenbrockwithgrad.m` on your MATLAB® path.

Create options to use the objective function gradient.

```options = optimoptions('fmincon','SpecifyObjectiveGradient',true); ```

Create the other inputs for the problem. Then call `fmincon`.

```fun = @rosenbrockwithgrad; x0 = [-1,2]; A = []; b = []; Aeq = []; beq = []; lb = [-2,-2]; ub = [2,2]; nonlcon = []; x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options) ```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. x = 1.0000 1.0000 ```

Solve the same problem as in Nondefault Options using a problem structure instead of separate arguments.

Create the options and a problem structure. See `problem` for the field names and required fields.

```options = optimoptions('fmincon','Display','iter','Algorithm','sqp'); problem.options = options; problem.solver = 'fmincon'; problem.objective = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2; problem.x0 = [0,0];```

Create a function file for the nonlinear constraint function representing norm(x)2 ≤ 1.

```function [c,ceq] = unitdisk(x) c = x(1)^2 + x(2)^2 - 1; ceq = [ ];```

Save this as a file named `unitdisk.m` on your MATLAB® path.

Include the nonlinear constraint function in `problem`.

`problem.nonlcon = @unitdisk;`

Solve the problem.

`x = fmincon(problem)`
``` Iter Func-count Fval Feasibility Step Length Norm of First-order step optimality 0 3 1.000000e+00 0.000e+00 1.000e+00 0.000e+00 2.000e+00 1 12 8.913011e-01 0.000e+00 1.176e-01 2.353e-01 1.107e+01 2 22 8.047847e-01 0.000e+00 8.235e-02 1.900e-01 1.330e+01 3 28 4.197517e-01 0.000e+00 3.430e-01 1.217e-01 6.172e+00 4 31 2.733703e-01 0.000e+00 1.000e+00 5.254e-02 5.705e-01 5 34 2.397111e-01 0.000e+00 1.000e+00 7.498e-02 3.164e+00 6 37 2.036002e-01 0.000e+00 1.000e+00 5.960e-02 3.106e+00 7 40 1.164353e-01 0.000e+00 1.000e+00 1.459e-01 1.059e+00 8 43 1.161753e-01 0.000e+00 1.000e+00 1.754e-01 7.383e+00 9 46 5.901602e-02 0.000e+00 1.000e+00 1.547e-02 7.278e-01 10 49 4.533081e-02 2.898e-03 1.000e+00 5.393e-02 1.252e-01 11 52 4.567454e-02 2.225e-06 1.000e+00 1.492e-03 1.679e-03 12 55 4.567481e-02 4.406e-12 1.000e+00 2.095e-06 1.501e-05 13 58 4.567481e-02 0.000e+00 1.000e+00 2.158e-09 1.511e-05 Local minimum possible. Constraints satisfied. fmincon stopped because the size of the current step is less than the value of the step size tolerance and constraints are satisfied to within the value of the constraint tolerance. <stopping criteria details>```
```x = 0.7864 0.6177```

The iterative display and solution are the same as in Nondefault Options.

Call `fmincon` with the `fval` output to obtain the value of the objective function at the solution.

The Bound Constraints example shows two solutions. Which is better? Run the example requesting the `fval` output as well as the solution.

```fun = @(x)1+x(1)./(1+x(2)) - 3*x(1).*x(2) + x(2).*(1+x(1)); lb = [0,0]; ub = [1,2]; A = []; b = []; Aeq = []; beq = []; x0 = [0.5,1]; [x,fval] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the default value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance. <stopping criteria details>```
```x = 1.0000 2.0000 fval = -0.6667```

Run the problem using a different starting point `x0`.

```x0 = x0/5; [x2,fval2] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the default value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance. <stopping criteria details>```
```x2 = 1.0e-06 * 0.4000 0.4000 fval2 = 1.0000```

This solution has an objective function value ```fval2 = 1```, which is higher than the first value ```fval = -0.6667```. The first solution `x` has a lower local minimum objective function value.

To easily examine the quality of a solution, request the `exitflag` and `output` outputs.

Set up the problem of minimizing Rosenbrock's function on the unit disk, . First create a function that represents the nonlinear constraint. Save this as a file named `unitdisk.m` on your MATLAB® path.

```function [c,ceq] = unitdisk(x) c = x(1)^2 + x(2)^2 - 1; ceq = []; ```

Create the remaining problem specifications.

```fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2; nonlcon = @unitdisk; A = []; b = []; Aeq = []; beq = []; lb = []; ub = []; x0 = [0,0]; ```

Call `fmincon` using the `fval`, `exitflag`, and `output` outputs.

```[x,fval,exitflag,output] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon) ```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. x = 0.7864 0.6177 fval = 0.0457 exitflag = 1 output = struct with fields: iterations: 24 funcCount: 84 constrviolation: 0 stepsize: 6.9162e-06 algorithm: 'interior-point' firstorderopt: 2.4373e-08 cgiterations: 4 message: '...' ```
• The `exitflag` value `1` indicates that the solution is a local minimum.

• The `output` structure reports several statistics about the solution process. In particular, it gives the number of iterations in `output.iterations`, number of function evaluations in `output.funcCount`, and the feasibility in `output.constrviolation`.

`fmincon` optionally returns several outputs that you can use for analyzing the reported solution.

Set up the problem of minimizing Rosenbrock's function on the unit disk. First create a function that represents the nonlinear constraint. Save this as a file named `unitdisk.m` on your MATLAB® path.

```function [c,ceq] = unitdisk(x) c = x(1)^2 + x(2)^2 - 1; ceq = []; ```

Create the remaining problem specifications.

```fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2; nonlcon = @unitdisk; A = []; b = []; Aeq = []; beq = []; lb = []; ub = []; x0 = [0,0]; ```

Request all `fmincon` outputs.

```[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon) ```
```Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance. x = 0.7864 0.6177 fval = 0.0457 exitflag = 1 output = struct with fields: iterations: 24 funcCount: 84 constrviolation: 0 stepsize: 6.9162e-06 algorithm: 'interior-point' firstorderopt: 2.4373e-08 cgiterations: 4 message: '...' lambda = struct with fields: eqlin: [0x1 double] eqnonlin: [0x1 double] ineqlin: [0x1 double] lower: [2x1 double] upper: [2x1 double] ineqnonlin: 0.1215 grad = -0.1911 -0.1501 hessian = 497.2903 -314.5589 -314.5589 200.2392 ```
• The `lambda.ineqnonlin` output shows that the nonlinear constraint is active at the solution, and gives the value of the associated Lagrange multiplier.

• The `grad` output gives the value of the gradient of the objective function at the solution `x`.

• The `hessian` output is described in fmincon Hessian.

## Input Arguments

collapse all

Function to minimize, specified as a function handle or function name. `fun` is a function that accepts a vector or array `x` and returns a real scalar `f`, the objective function evaluated at `x`.

Specify `fun` as a function handle for a file:

`x = fmincon(@myfun,x0,A,b)`

where `myfun` is a MATLAB function such as

```function f = myfun(x) f = ... % Compute function value at x```

You can also specify `fun` as a function handle for an anonymous function:

`x = fmincon(@(x)norm(x)^2,x0,A,b);`

If you can compute the gradient of `fun` and the `SpecifyObjectiveGradient` option is set to `true`, as set by

`options = optimoptions('fmincon','SpecifyObjectiveGradient',true)`
then `fun` must return the gradient vector `g(x)` in the second output argument.

If you can also compute the Hessian matrix and the `HessianFcn` option is set to `'objective'` via `optimoptions` and the `Algorithm` option is `'trust-region-reflective'`, `fun` must return the Hessian value `H(x)`, a symmetric matrix, in a third output argument. `fun` can give a sparse Hessian. See Hessian for fminunc trust-region or fmincon trust-region-reflective algorithms for details.

If you can also compute the Hessian matrix and the `Algorithm` option is set to `'interior-point'`, there is a different way to pass the Hessian to `fmincon`. For more information, see Hessian for fmincon interior-point algorithm. For an example using Symbolic Math Toolbox™ to compute the gradient and Hessian, see Symbolic Math Toolbox Calculates Gradients and Hessians.

The `interior-point` and `trust-region-reflective` algorithms allow you to supply a Hessian multiply function. This function gives the result of a Hessian-times-vector product without computing the Hessian directly. This can save memory. See Hessian Multiply Function.

Example: `fun = @(x)sin(x(1))*cos(x(2))`

Data Types: `char` | `function_handle` | `string`

Initial point, specified as a real vector or real array. Solvers use the number of elements in, and size of, `x0` to determine the number and size of variables that `fun` accepts.

• `'interior-point'` algorithm — If the `HonorBounds` option is `true` (default), `fmincon` resets `x0` components that are on or outside bounds `lb` or `ub` to values strictly between the bounds.

• `'trust-region-reflective'` algorithm — `fmincon` resets infeasible `x0` components to be feasible with respect to bounds or linear equalities.

• `'sqp'`, `'sqp-legacy'`, or `'active-set'` algorithm — `fmincon` resets `x0` components that are outside bounds to the values of the corresponding bounds.

Example: `x0 = [1,2,3,4]`

Data Types: `double`

Linear inequality constraints, specified as a real matrix. `A` is an `M`-by-`N` matrix, where `M` is the number of inequalities, and `N` is the number of variables (number of elements in `x0`). For large problems, pass `A` as a sparse matrix.

`A` encodes the `M` linear inequalities

`A*x <= b`,

where `x` is the column vector of `N` variables `x(:)`, and `b` is a column vector with `M` elements.

For example, to specify

x1 + 2x2 ≤ 10
3x1 + 4x2 ≤ 20
5x1 + 6x2 ≤ 30,

enter these constraints:

```A = [1,2;3,4;5,6]; b = [10;20;30];```

Example: To specify that the x components sum to 1 or less, use ```A = ones(1,N)``` and `b = 1`.

Data Types: `double`

Linear inequality constraints, specified as a real vector. `b` is an `M`-element vector related to the `A` matrix. If you pass `b` as a row vector, solvers internally convert `b` to the column vector `b(:)`. For large problems, pass `b` as a sparse vector.

`b` encodes the `M` linear inequalities

`A*x <= b`,

where `x` is the column vector of `N` variables `x(:)`, and `A` is a matrix of size `M`-by-`N`.

For example, to specify

x1 + 2x2 ≤ 10
3x1 + 4x2 ≤ 20
5x1 + 6x2 ≤ 30,

enter these constraints:

```A = [1,2;3,4;5,6]; b = [10;20;30];```

Example: To specify that the x components sum to 1 or less, use ```A = ones(1,N)``` and `b = 1`.

Data Types: `double`

Linear equality constraints, specified as a real matrix. `Aeq` is an `Me`-by-`N` matrix, where `Me` is the number of equalities, and `N` is the number of variables (number of elements in `x0`). For large problems, pass `Aeq` as a sparse matrix.

`Aeq` encodes the `Me` linear equalities

`Aeq*x = beq`,

where `x` is the column vector of `N` variables `x(:)`, and `beq` is a column vector with `Me` elements.

For example, to specify

x1 + 2x2 + 3x3 = 10
2x1 + 4x2 + x3 = 20,

enter these constraints:

```Aeq = [1,2,3;2,4,1]; beq = [10;20];```

Example: To specify that the x components sum to 1, use `Aeq = ones(1,N)` and `beq = 1`.

Data Types: `double`

Linear equality constraints, specified as a real vector. `beq` is an `Me`-element vector related to the `Aeq` matrix. If you pass `beq` as a row vector, solvers internally convert `beq` to the column vector `beq(:)`. For large problems, pass `beq` as a sparse vector.

`beq` encodes the `Me` linear equalities

`Aeq*x = beq`,

where `x` is the column vector of `N` variables `x(:)`, and `Aeq` is a matrix of size `Me`-by-`N`.

For example, to specify

x1 + 2x2 + 3x3 = 10
2x1 + 4x2 + x3 = 20,

enter these constraints:

```Aeq = [1,2,3;2,4,1]; beq = [10;20];```

Example: To specify that the x components sum to 1, use `Aeq = ones(1,N)` and `beq = 1`.

Data Types: `double`

Lower bounds, specified as a real vector or real array. If the number of elements in `x0` is equal to the number of elements in `lb`, then `lb` specifies that

`x(i) >= lb(i)` for all `i`.

If `numel(lb) < numel(x0)`, then `lb` specifies that

`x(i) >= lb(i)` for ```1 <= i <= numel(lb)```.

If there are fewer elements in `lb` than in `x0`, solvers issue a warning.

Example: To specify that all x components are positive, use ```lb = zeros(size(x0))```.

Data Types: `double`

Upper bounds, specified as a real vector or real array. If the number of elements in `x0` is equal to the number of elements in `ub`, then `ub` specifies that

`x(i) <= ub(i)` for all `i`.

If `numel(ub) < numel(x0)`, then `ub` specifies that

`x(i) <= ub(i)` for ```1 <= i <= numel(ub)```.

If there are fewer elements in `ub` than in `x0`, solvers issue a warning.

Example: To specify that all x components are less than 1, use ```ub = ones(size(x0))```.

Data Types: `double`

Nonlinear constraints, specified as a function handle or function name. `nonlcon` is a function that accepts a vector or array `x` and returns two arrays, `c(x)` and `ceq(x)`.

• `c(x)` is the array of nonlinear inequality constraints at `x`. `fmincon` attempts to satisfy

`c(x) <= 0` for all entries of `c`.

• `ceq(x)` is the array of nonlinear equality constraints at `x`. `fmincon` attempts to satisfy

`ceq(x) = 0` for all entries of `ceq`.

For example,

`x = fmincon(@myfun,x0,A,b,Aeq,beq,lb,ub,@mycon)`

where `mycon` is a MATLAB function such as

```function [c,ceq] = mycon(x) c = ... % Compute nonlinear inequalities at x. ceq = ... % Compute nonlinear equalities at x.```
If the gradients of the constraints can also be computed and the `SpecifyConstraintGradient` option is `true`, as set by
`options = optimoptions('fmincon','SpecifyConstraintGradient',true)`
then `nonlcon` must also return, in the third and fourth output arguments, `GC`, the gradient of `c(x)`, and `GCeq`, the gradient of `ceq(x)`. `GC` and `GCeq` can be sparse or dense. If `GC` or `GCeq` is large, with relatively few nonzero entries, save running time and memory in the `interior-point` algorithm by representing them as sparse matrices. For more information, see Nonlinear Constraints.

Data Types: `char` | `function_handle` | `string`

Optimization options, specified as the output of `optimoptions` or a structure such as `optimset` returns.

Some options apply to all algorithms, and others are relevant for particular algorithms. See Optimization Options Reference for detailed information.

Some options are absent from the `optimoptions` display. These options appear in italics in the following table. For details, see View Options.

All Algorithms
`Algorithm`

Choose the optimization algorithm:

• `'interior-point'` (default)

• `'trust-region-reflective'`

• `'sqp'`

• `'sqp-legacy'` (`optimoptions` only)

• `'active-set'`

For information on choosing the algorithm, see Choosing the Algorithm.

The `trust-region-reflective` algorithm requires:

• A gradient to be supplied in the objective function

• `SpecifyObjectiveGradient` to be set to `true`

• Either bound constraints or linear equality constraints, but not both

If you select the `'trust-region-reflective'` algorithm and these conditions are not all satisfied, `fmincon` throws an error.

The `'active-set'`, `'sqp-legacy'`, and `'sqp'` algorithms are not large-scale. See Large-Scale vs. Medium-Scale Algorithms.

`CheckGradients`

Compare user-supplied derivatives (gradients of objective or constraints) to finite-differencing derivatives. Choices are `false` (default) or `true`.

For `optimset`, the name is `DerivativeCheck` and the values are `'on'` or `'off'`. See Current and Legacy Option Name Tables.

`ConstraintTolerance`

Tolerance on the constraint violation, a positive scalar. The default is `1e-6`. See Tolerances and Stopping Criteria.

For `optimset`, the name is `TolCon`. See Current and Legacy Option Name Tables.

Diagnostics

Display diagnostic information about the function to be minimized or solved. Choices are `'off'` (default) or `'on'`.

DiffMaxChange

Maximum change in variables for finite-difference gradients (a positive scalar). The default is `Inf`.

DiffMinChange

Minimum change in variables for finite-difference gradients (a positive scalar). The default is `0`.

`Display`

Level of display (see Iterative Display):

• `'off'` or `'none'` displays no output.

• `'iter'` displays output at each iteration, and gives the default exit message.

• `'iter-detailed'` displays output at each iteration, and gives the technical exit message.

• `'notify'` displays output only if the function does not converge, and gives the default exit message.

• `'notify-detailed'` displays output only if the function does not converge, and gives the technical exit message.

• `'final'` (default) displays only the final output, and gives the default exit message.

• `'final-detailed'` displays only the final output, and gives the technical exit message.

`FiniteDifferenceStepSize`

Scalar or vector step size factor for finite differences. When you set `FiniteDifferenceStepSize` to a vector `v`, the forward finite differences `delta` are

`delta = v.*sign′(x).*max(abs(x),TypicalX);`

where `sign′(x) = sign(x)` except `sign′(0) = 1`. Central finite differences are

`delta = v.*max(abs(x),TypicalX);`

Scalar `FiniteDifferenceStepSize` expands to a vector. The default is `sqrt(eps)` for forward finite differences, and `eps^(1/3)` for central finite differences.

For `optimset`, the name is `FinDiffRelStep`. See Current and Legacy Option Name Tables.

`FiniteDifferenceType`

Finite differences, used to estimate gradients, are either `'forward'` (default), or `'central'` (centered). `'central'` takes twice as many function evaluations but should be more accurate. The trust-region-reflective algorithm uses `FiniteDifferenceType` only when `CheckGradients` is set to `true`.

`fmincon` is careful to obey bounds when estimating both types of finite differences. So, for example, it could take a backward, rather than a forward, difference to avoid evaluating at a point outside bounds. However, for the `interior-point` algorithm, `'central'` differences might violate bounds during their evaluation if the `HonorBounds` option is set to `false`.

For `optimset`, the name is `FinDiffType`. See Current and Legacy Option Name Tables.

FunValCheck

Check whether objective function values are valid. The default setting, `'off'`, does not perform a check. The `'on'` setting displays an error when the objective function returns a value that is `complex`, `Inf`, or `NaN`.

`MaxFunctionEvaluations`

Maximum number of function evaluations allowed, a positive integer. The default value for all algorithms except `interior-point` is `100*numberOfVariables`; for the `interior-point` algorithm the default is `3000`. See Tolerances and Stopping Criteria and Iterations and Function Counts.

For `optimset`, the name is `MaxFunEvals`. See Current and Legacy Option Name Tables.

`MaxIterations`

Maximum number of iterations allowed, a positive integer. The default value for all algorithms except `interior-point` is `400`; for the `interior-point` algorithm the default is `1000`. See Tolerances and Stopping Criteria and Iterations and Function Counts.

For `optimset`, the name is `MaxIter`. See Current and Legacy Option Name Tables.

`OptimalityTolerance`

Termination tolerance on the first-order optimality (a positive scalar). The default is `1e-6`. See First-Order Optimality Measure.

For `optimset`, the name is `TolFun`. See Current and Legacy Option Name Tables.

`OutputFcn`

Specify one or more user-defined functions that an optimization function calls at each iteration. Pass a function handle or a cell array of function handles. The default is none (`[]`). See Output Function Syntax.

`PlotFcn`

Plots various measures of progress while the algorithm executes; select from predefined plots or write your own. Pass a built-in plot function name, a function handle, or a cell array of built-in plot function names or function handles. For custom plot functions, pass function handles. The default is none (`[]`):

• `'optimplotx'` plots the current point

• `'optimplotfunccount'` plots the function count

• `'optimplotfval'` plots the function value

• `'optimplotconstrviolation'` plots the maximum constraint violation

• `'optimplotstepsize'` plots the step size

• `'optimplotfirstorderopt'` plots the first-order optimality measure

For information on writing a custom plot function, see Plot Function Syntax.

For `optimset`, the name is `PlotFcns`. See Current and Legacy Option Name Tables.

`SpecifyConstraintGradient`

Gradient for nonlinear constraint functions defined by the user. When set to the default, `false`, `fmincon` estimates gradients of the nonlinear constraints by finite differences. When set to `true`, `fmincon` expects the constraint function to have four outputs, as described in `nonlcon`. The `trust-region-reflective` algorithm does not accept nonlinear constraints.

For `optimset`, the name is `GradConstr` and the values are `'on'` or `'off'`. See Current and Legacy Option Name Tables.

`SpecifyObjectiveGradient`

Gradient for the objective function defined by the user. See the description of `fun` to see how to define the gradient in `fun`. The default, `false`, causes `fmincon` to estimate gradients using finite differences. Set to `true` to have `fmincon` use a user-defined gradient of the objective function. To use the `'trust-region-reflective'` algorithm, you must provide the gradient, and set `SpecifyObjectiveGradient` to `true`.

For `optimset`, the name is `GradObj` and the values are `'on'` or `'off'`. See Current and Legacy Option Name Tables.

`StepTolerance`

Termination tolerance on `x`, a positive scalar. The default value for all algorithms except `'interior-point'` is `1e-6`; for the `'interior-point'` algorithm, the default is `1e-10`. See Tolerances and Stopping Criteria.

For `optimset`, the name is `TolX`. See Current and Legacy Option Name Tables.

`TypicalX`

Typical `x` values. The number of elements in `TypicalX` is equal to the number of elements in `x0`, the starting point. The default value is `ones(numberofvariables,1)`. `fmincon` uses `TypicalX` for scaling finite differences for gradient estimation.

The `'trust-region-reflective'` algorithm uses `TypicalX` only for the `CheckGradients` option.

`UseParallel`

When `true`, `fmincon` estimates gradients in parallel. Disable by setting to the default, `false`. `trust-region-reflective` requires a gradient in the objective, so `UseParallel` does not apply. See Parallel Computing.

Trust-Region-Reflective Algorithm
`FunctionTolerance`

Termination tolerance on the function value, a positive scalar. The default is `1e-6`. See Tolerances and Stopping Criteria.

For `optimset`, the name is `TolFun`. See Current and Legacy Option Name Tables.

`HessianFcn`

If `[]` (default), `fmincon` approximates the Hessian using finite differences, or uses a Hessian multiply function (with option `HessianMultiplyFcn`). If `'objective'`, `fmincon` uses a user-defined Hessian (defined in `fun`). See Hessian as an Input.

For `optimset`, the name is `HessFcn`. See Current and Legacy Option Name Tables.

`HessianMultiplyFcn`

Hessian multiply function, specified as a function handle. For large-scale structured problems, this function computes the Hessian matrix product `H*Y` without actually forming `H`. The function is of the form

`W = hmfun(Hinfo,Y)`

where `Hinfo` contains a matrix used to compute `H*Y`.

The first argument is the same as the third argument returned by the objective function `fun`, for example

`[f,g,Hinfo] = fun(x)`

`Y` is a matrix that has the same number of rows as there are dimensions in the problem. The matrix ```W = H*Y```, although `H` is not formed explicitly. `fmincon` uses `Hinfo` to compute the preconditioner. For information on how to supply values for any additional parameters `hmfun` needs, see Passing Extra Parameters.

### Note

To use the `HessianMultiplyFcn` option, `HessianFcn` must be set to `[]`, and `SubproblemAlgorithm` must be `'cg'` (default).

See Hessian Multiply Function. See Minimization with Dense Structured Hessian, Linear Equalities for an example.

For `optimset`, the name is `HessMult`. See Current and Legacy Option Name Tables.

HessPattern

Sparsity pattern of the Hessian for finite differencing. Set `HessPattern(i,j) = 1` when you can have ∂2`fun`/∂`x(i)``x(j)` ≠ 0. Otherwise, set ```HessPattern(i,j) = 0```.

Use `HessPattern` when it is inconvenient to compute the Hessian matrix `H` in `fun`, but you can determine (say, by inspection) when the `i`th component of the gradient of `fun` depends on `x(j)`. `fmincon` can approximate `H` via sparse finite differences (of the gradient) if you provide the sparsity structure of `H` as the value for `HessPattern`. In other words, provide the locations of the nonzeros.

When the structure is unknown, do not set `HessPattern`. The default behavior is as if `HessPattern` is a dense matrix of ones. Then `fmincon` computes a full finite-difference approximation in each iteration. This computation can be very expensive for large problems, so it is usually better to determine the sparsity structure.

MaxPCGIter

Maximum number of preconditioned conjugate gradient (PCG) iterations, a positive scalar. The default is `max(1,floor(numberOfVariables/2))` for bound-constrained problems, and is `numberOfVariables` for equality-constrained problems. For more information, see Preconditioned Conjugate Gradient Method.

PrecondBandWidth

Upper bandwidth of preconditioner for PCG, a nonnegative integer. By default, diagonal preconditioning is used (upper bandwidth of 0). For some problems, increasing the bandwidth reduces the number of PCG iterations. Setting `PrecondBandWidth` to `Inf` uses a direct factorization (Cholesky) rather than the conjugate gradients (CG). The direct factorization is computationally more expensive than CG, but produces a better quality step towards the solution.

`SubproblemAlgorithm`

Determines how the iteration step is calculated. The default, `'cg'`, takes a faster but less accurate step than `'factorization'`. See fmincon Trust Region Reflective Algorithm.

TolPCG

Termination tolerance on the PCG iteration, a positive scalar. The default is `0.1`.

Active-Set Algorithm
`FunctionTolerance`

Termination tolerance on the function value, a positive scalar. The default is `1e-6`. See Tolerances and Stopping Criteria.

For `optimset`, the name is `TolFun`. See Current and Legacy Option Name Tables.

MaxSQPIter

Maximum number of SQP iterations allowed, a positive integer. The default is ```10*max(numberOfVariables, numberOfInequalities + numberOfBounds)```.

RelLineSrchBnd

Relative bound (a real nonnegative scalar value) on the line search step length. The total displacement in x satisfies x(i)| ≤ relLineSrchBnd· max(|x(i)|,|typicalx(i)|). This option provides control over the magnitude of the displacements in x for cases in which the solver takes steps that are considered too large. The default is no bounds (`[]`).

RelLineSrchBndDuration

Number of iterations for which the bound specified in `RelLineSrchBnd` should be active (default is `1`).

TolConSQP

Termination tolerance on inner iteration SQP constraint violation, a positive scalar. The default is `1e-6`.

Interior-Point Algorithm
`HessianApproximation`

Chooses how `fmincon` calculates the Hessian (see Hessian as an Input). The choices are:

• `'bfgs'` (default)

• `'finite-difference'`

• `'lbfgs'`

• `{'lbfgs',Positive Integer}`

### Note

To use `HessianApproximation`, both `HessianFcn` and `HessianMultiplyFcn` must be empty entries (`[]`).

For `optimset`, the name is `Hessian` and the values are `'user-supplied'`, `'bfgs'`, `'lbfgs'`, `'fin-diff-grads'`, `'on'`, or `'off'`. See Current and Legacy Option Name Tables.

`HessianFcn`

If `[]` (default), `fmincon` approximates the Hessian using finite differences, or uses a supplied `HessianMultiplyFcn`. If a function handle, `fmincon` uses `HessianFcn` to calculate the Hessian. See Hessian as an Input.

For `optimset`, the name is `HessFcn`. See Current and Legacy Option Name Tables.

`HessianMultiplyFcn`

User-supplied function that gives a Hessian-times-vector product (see Hessian Multiply Function). Pass a function handle.

### Note

To use the `HessianMultiplyFcn` option, `HessianFcn` must be set to `[]`, and `SubproblemAlgorithm` must be `'cg'`.

For `optimset`, the name is `HessMult`. See Current and Legacy Option Name Tables.

`HonorBounds`

The default `true` ensures that bound constraints are satisfied at every iteration. Disable by setting to `false`.

For `optimset`, the name is `AlwaysHonorConstraints` and the values are `'bounds'` or `'none'`. See Current and Legacy Option Name Tables.

InitBarrierParam

Initial barrier value, a positive scalar. Sometimes it might help to try a value above the default `0.1`, especially if the objective or constraint functions are large.

Initial radius of the trust region, a positive scalar. On badly scaled problems it might help to choose a value smaller than the default $\sqrt{n}$, where n is the number of variables.

MaxProjCGIter

A tolerance (stopping criterion) for the number of projected conjugate gradient iterations; this is an inner iteration, not the number of iterations of the algorithm. This positive integer has a default value of `2*(numberOfVariables - numberOfEqualities)`.

`ObjectiveLimit`

A tolerance (stopping criterion) that is a scalar. If the objective function value goes below `ObjectiveLimit` and the iterate is feasible, the iterations halt, because the problem is presumably unbounded. The default value is `-1e20`.

`ScaleProblem`

`true` causes the algorithm to normalize all constraints and the objective function. Disable by setting to the default `false`.

For `optimset`, the values are `'obj-and-constr'` or `'none'`. See Current and Legacy Option Name Tables.

`SubproblemAlgorithm`

Determines how the iteration step is calculated. The default, `'factorization'`, is usually faster than `'cg'` (conjugate gradient), though `'cg'` might be faster for large problems with dense Hessians. See fmincon Interior Point Algorithm.

TolProjCG

A relative tolerance (stopping criterion) for projected conjugate gradient algorithm; this is for an inner iteration, not the algorithm iteration. This positive scalar has a default of `0.01`.

TolProjCGAbs

Absolute tolerance (stopping criterion) for projected conjugate gradient algorithm; this is for an inner iteration, not the algorithm iteration. This positive scalar has a default of `1e-10`.

SQP and SQP Legacy Algorithms
`ObjectiveLimit`

A tolerance (stopping criterion) that is a scalar. If the objective function value goes below `ObjectiveLimit` and the iterate is feasible, the iterations halt, because the problem is presumably unbounded. The default value is `-1e20`.

`ScaleProblem`

`true` causes the algorithm to normalize all constraints and the objective function. Disable by setting to the default `false`.

For `optimset`, the values are `'obj-and-constr'` or `'none'`. See Current and Legacy Option Name Tables.

Example: `options = optimoptions('fmincon','SpecifyObjectiveGradient',true,'SpecifyConstraintGradient',true)`

Problem structure, specified as a structure with the following fields:

Field NameEntry

`objective`

Objective function

`x0`

Initial point for `x`

`Aineq`

Matrix for linear inequality constraints

`bineq`

Vector for linear inequality constraints

`Aeq`

Matrix for linear equality constraints

`beq`

Vector for linear equality constraints
`lb`Vector of lower bounds
`ub`Vector of upper bounds

`nonlcon`

Nonlinear constraint function

`solver`

`'fmincon'`

`options`

Options created with `optimoptions`

You must supply at least the `objective`, `x0`, `solver`, and `options` fields in the `problem` structure.

The simplest way to obtain a `problem` structure is to export the problem from the Optimization app.

Data Types: `struct`

## Output Arguments

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Solution, returned as a real vector or real array. The size of `x` is the same as the size of `x0`. Typically, `x` is a local solution to the problem when `exitflag` is positive. For information on the quality of the solution, see When the Solver Succeeds.

Objective function value at the solution, returned as a real number. Generally, `fval` = `fun(x)`.

Reason `fmincon` stopped, returned as an integer.

 All Algorithms: `1` First-order optimality measure was less than `options.OptimalityTolerance`, and maximum constraint violation was less than `options.ConstraintTolerance`. `0` Number of iterations exceeded `options.MaxIterations` or number of function evaluations exceeded `options.MaxFunctionEvaluations`. `-1` Stopped by an output function or plot function. `-2` No feasible point was found. All algorithms except `active-set`: `2` Change in `x` was less than `options.StepTolerance` and maximum constraint violation was less than `options.ConstraintTolerance`. `trust-region-reflective` algorithm only: `3` Change in the objective function value was less than `options.FunctionTolerance` and maximum constraint violation was less than `options.ConstraintTolerance`. `active-set` algorithm only: `4` Magnitude of the search direction was less than 2*`options.StepTolerance` and maximum constraint violation was less than `options.ConstraintTolerance`. `5` Magnitude of directional derivative in search direction was less than 2*`options.OptimalityTolerance` and maximum constraint violation was less than `options.ConstraintTolerance`. `interior-point`, `sqp-legacy`, and `sqp` algorithms: `-3` Objective function at current iteration went below `options.ObjectiveLimit` and maximum constraint violation was less than `options.ConstraintTolerance`.

Information about the optimization process, returned as a structure with fields:

 `iterations` Number of iterations taken `funcCount` Number of function evaluations `lssteplength` Size of line search step relative to search direction (`active-set` and `sqp` algorithms only) `constrviolation` Maximum of constraint functions `stepsize` Length of last displacement in `x` (not in `active-set` algorithm) `algorithm` Optimization algorithm used `cgiterations` Total number of PCG iterations (`trust-region-reflective` and `interior-point` algorithms) `firstorderopt` Measure of first-order optimality `message` Exit message

Lagrange multipliers at the solution, returned as a structure with fields:

 `lower` Lower bounds corresponding to `lb` `upper` Upper bounds corresponding to `ub` `ineqlin` Linear inequalities corresponding to `A` and `b` `eqlin` Linear equalities corresponding to `Aeq` and `beq` `ineqnonlin` Nonlinear inequalities corresponding to the `c` in `nonlcon` `eqnonlin` Nonlinear equalities corresponding to the `ceq` in `nonlcon`

Gradient at the solution, returned as a real vector. `grad` gives the gradient of `fun` at the point `x(:)`.

Approximate Hessian, returned as a real matrix. For the meaning of `hessian`, see Hessian.

## Limitations

• `fmincon` is a gradient-based method that is designed to work on problems where the objective and constraint functions are both continuous and have continuous first derivatives.

• For the `'trust-region-reflective'` algorithm, you must provide the gradient in `fun` and set the `'SpecifyObjectiveGradient'` option to `true`.

• The `'trust-region-reflective'` algorithm does not allow equal upper and lower bounds. For example, if `lb(2)==ub(2)`, `fmincon` gives this error:

```Equal upper and lower bounds not permitted in trust-region-reflective algorithm. Use either interior-point or SQP algorithms instead.```
• There are two different syntaxes for passing a Hessian, and there are two different syntaxes for passing a `HessianMultiplyFcn` function; one for `trust-region-reflective`, and another for `interior-point`. See Including Hessians.

• For `trust-region-reflective`, the Hessian of the Lagrangian is the same as the Hessian of the objective function. You pass that Hessian as the third output of the objective function.

• For `interior-point`, the Hessian of the Lagrangian involves the Lagrange multipliers and the Hessians of the nonlinear constraint functions. You pass the Hessian as a separate function that takes into account both the current point `x` and the Lagrange multiplier structure `lambda`.

• When the problem is infeasible, `fmincon` attempts to minimize the maximum constraint value.

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### Hessian as an Input

`fmincon` uses a Hessian as an optional input. This Hessian is the matrix of second derivatives of the Lagrangian (see Equation 1), namely,

 ${\nabla }_{xx}^{2}L\left(x,\lambda \right)={\nabla }^{2}f\left(x\right)+\sum {\lambda }_{i}{\nabla }^{2}{c}_{i}\left(x\right)+\sum {\lambda }_{i}{\nabla }^{2}ce{q}_{i}\left(x\right).$ (1)

For details of how to supply a Hessian to the `trust-region-reflective` or `interior-point` algorithms, see Including Hessians.

The `active-set` and `sqp` algorithms do not accept an input Hessian. They compute a quasi-Newton approximation to the Hessian of the Lagrangian.

The `interior-point` algorithm has several choices for the `'HessianApproximation'` option; see Choose Input Hessian Approximation for interior-point fmincon:

• `'bfgs'``fmincon` calculates the Hessian by a dense quasi-Newton approximation. This is the default Hessian approximation.

• `'lbfgs'``fmincon` calculates the Hessian by a limited-memory, large-scale quasi-Newton approximation. The default memory, 10 iterations, is used.

• `{'lbfgs',positive integer}``fmincon` calculates the Hessian by a limited-memory, large-scale quasi-Newton approximation. The positive integer specifies how many past iterations should be remembered.

• `'finite-difference'``fmincon` calculates a Hessian-times-vector product by finite differences of the gradient(s). You must supply the gradient of the objective function, and also gradients of nonlinear constraints (if they exist). Set the `'SpecifyObjectiveGradient'` option to `true` and, if applicable, the `'SpecifyConstraintGradient'` option to `true`. You must set the `'SubproblemAlgorithm'` to `'cg'`.

### Hessian Multiply Function

The `interior-point` and `trust-region-reflective` algorithms allow you to supply a Hessian multiply function. This function gives the result of a Hessian-times-vector product, without computing the Hessian directly. This can save memory. For details, see Hessian Multiply Function.

## Algorithms

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### Choosing the Algorithm

For help choosing the algorithm, see fmincon Algorithms. To set the algorithm, use `optimoptions` to create `options`, and use the `'Algorithm'` name-value pair.

The rest of this section gives brief summaries or pointers to information about each algorithm.

### Interior-Point Optimization

This algorithm is described in fmincon Interior Point Algorithm. There is more extensive description in , , and .

### SQP and SQP-Legacy Optimization

The `fmincon` `'sqp'` and `'sqp-legacy'` algorithms are similar to the `'active-set'` algorithm described in Active-Set Optimization. fmincon SQP Algorithm describes the main differences. In summary, these differences are:

### Active-Set Optimization

`fmincon` uses a sequential quadratic programming (SQP) method. In this method, the function solves a quadratic programming (QP) subproblem at each iteration. `fmincon` updates an estimate of the Hessian of the Lagrangian at each iteration using the BFGS formula (see `fminunc` and references  and ).

`fmincon` performs a line search using a merit function similar to that proposed by , , and . The QP subproblem is solved using an active set strategy similar to that described in . fmincon Active Set Algorithm describes this algorithm in detail.

### Trust-Region-Reflective Optimization

The `'trust-region-reflective'` algorithm is a subspace trust-region method and is based on the interior-reflective Newton method described in  and . Each iteration involves the approximate solution of a large linear system using the method of preconditioned conjugate gradients (PCG). See the trust-region and preconditioned conjugate gradient method descriptions in fmincon Trust Region Reflective Algorithm.

 Byrd, R. H., J. C. Gilbert, and J. Nocedal. “A Trust Region Method Based on Interior Point Techniques for Nonlinear Programming.” Mathematical Programming, Vol 89, No. 1, 2000, pp. 149–185.

 Byrd, R. H., Mary E. Hribar, and Jorge Nocedal. “An Interior Point Algorithm for Large-Scale Nonlinear Programming.” SIAM Journal on Optimization, Vol 9, No. 4, 1999, pp. 877–900.

 Coleman, T. F. and Y. Li. “An Interior, Trust Region Approach for Nonlinear Minimization Subject to Bounds.” SIAM Journal on Optimization, Vol. 6, 1996, pp. 418–445.

 Coleman, T. F. and Y. Li. “On the Convergence of Reflective Newton Methods for Large-Scale Nonlinear Minimization Subject to Bounds.” Mathematical Programming, Vol. 67, Number 2, 1994, pp. 189–224.

 Gill, P. E., W. Murray, and M. H. Wright. Practical Optimization, London, Academic Press, 1981.

 Han, S. P. “A Globally Convergent Method for Nonlinear Programming.” Journal of Optimization Theory and Applications, Vol. 22, 1977, pp. 297.

 Powell, M. J. D. “A Fast Algorithm for Nonlinearly Constrained Optimization Calculations.” Numerical Analysis, ed. G. A. Watson, Lecture Notes in Mathematics, Springer-Verlag, Vol. 630, 1978.

 Powell, M. J. D. “The Convergence of Variable Metric Methods For Nonlinearly Constrained Optimization Calculations.” Nonlinear Programming 3 (O. L. Mangasarian, R. R. Meyer, and S. M. Robinson, eds.), Academic Press, 1978.

 Waltz, R. A., J. L. Morales, J. Nocedal, and D. Orban. “An interior algorithm for nonlinear optimization that combines line search and trust region steps.” Mathematical Programming, Vol 107, No. 3, 2006, pp. 391–408.

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