fmincon: objfun and nonlinear constraint subproblem
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I am using fmincon to find local minimum and my objfun and equality constraints are of the form
%%%constraints
function [c,ceq] = nonlin_constr(x)
V = subproblem(x)
...
% Ci are functions of V
ceq = [C1 .. Cn]
%%%objective
function Z = objfun(x)
V = subproblem(x)
...
% Z is the function of V
In other words, there is a subproblem for objective and constraint function, that happens to be computed multiple times for the same 'x'. Is there any way to optimize this computation? Thank you in advance for your answers.
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