Hi,
I would like to use yalmip instead of knitro to minimize a function, because I've noticed that sometimes complementary slackness is not fulfilled.
Before trying with knitro I also tried with fmincon with the same issue.
The knitro sintax is:
x1 = knitromatlab( func, x2, [], [], [], [], lb, ub );
with
lb = zeros(n, 1);
ub = Inf*ones(n, 1);
Thank you in advance