Fminsearchcon is a Matlab script for Miscellaneous scripts design by John D`Errico.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris. Fminsearchcon - Extension of fminsearchbnd for general inequality and linear inequality constraints
Publisher review: Fminsearchcon - Extension of fminsearchbnd for general inequality and linear inequality constraints Nonlinear optimization problems with bound constraints can be solved using FMINSEARCHBND (as well as using many other tools.) For the user who has a problem with linear inequality constraints and/or general nonlinear inequalities as well as bound constraints, FMINSEARCHCON provides a toolbox free alternative, based on FMINSEARCH.FMINSEARCHCON provides a simple, though carefully coded optimization code based on the Matlab provided FMINSEARCH. It uses transformations to deal with the bound constraints, but a penalty function approach to deal with the inequality constraints. The actual objective function is never evaluated outside of the bounds, as the bounds are always tested first.Note that while FMINSEARCHCON does everything that FMINSEARCHBND is capable of and more, I've chosen to provide both these tools independently because FMINSEARCHCON has a more complex calling sequence. My expectation is that bound constraints are more commonly seen than general inequality constraints. Requirements: ยท MATLAB Release: R14SP1 Operating system: Windows / Linux / Mac OS / BSD / Solaris
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Fminsearchcon script details 
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