Matlab function fmincon: Find minimum of constrained nonlinear multivariable function. fmincon attempts to find a constrained minimum of a scalar function of several variables starting at an initial estimate. This is generally referred to as constrained nonlinear optimization or nonlinear programming.

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  1. Zhu, Zhichuan; Yu, Bo; Yang, Li: Globally convergent homotopy method for designing piecewise linear deterministic contractual function (2014)