What's the differences between bounds and linear equality constraints?
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I'm trying to minimize an objective function f(x) with constraints, say, x(a:b) always equal to 0. I'm using fmincon() and thus can set the upper bound('ub') and lower bound('lb') of x(a:b) to be both 0, or in another way I can create a proper linear equality constraint ('Aeq' and 'beq') to set those elements of vector x to be 0. Will there be differences between these two ways? thanks. btw I'm using MATLAB R2015a.
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Matt J
on 15 Feb 2016
Edited: Matt J
on 15 Feb 2016
If you use lb, ub then fmincon will know that they are simple bounds and can give them special and more efficient handling.
However, I think it is bad to use bounds to force variables to be a constant. Why treat x(a:b) as unknowns when you already know that they are zero? It just makes unnecessary extra work.
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