Setting Honor Bounds in the extendedFeatures field in Matlab

[Gaston Illanes]

Hi,

I have a problem with bound constraints where some bounds must always be honored, while other bounds may be violated. I am trying to pass this information along by writing:

extendedFeatures.HonorBnds = zeros(size(parameters.initial, 1), 1);

extendedFeatures.HonorBnds(end-2:end-1) = 1;

Where the two variables with a 1 would be the variables that have bounds that cannot be violated. Is this the correct syntax?

Thanks!

[Richard Waltz]

Hi,

Yes, that looks correct.  You can also just force all variables to satisfy their bounds throughout the optimization by setting the option:

   options = knitro_options('honorbnds',1);

and then passing the options structure to your Knitro/MATLAB function.

Regards,

-Richard Waltz

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