title: Make defined step variation with fmincon function MATLAB
body: <p>I'm using the optimization toolbox "fmincon" of MATLAB, but I'm having the next problem:</p>
  
  <p>I have 6 parameters to vary, a couple of them most vary in even numbers, from 4 to 16 (this values can vary, but always will vary in even numbers). So let's define them like this:</p>
  
  <pre><code>x1=[4:2:16];
  x2=[4:2:16];
  </code></pre>
  
  <p>Another couple of variables must change between 300 and 1500, in steps of 100, I mean:</p>
  
  <pre><code>x3=[300:100:1500];
  x4=[300:100:1500];
  </code></pre>
  
  <p>The last couple just vary between 4 and 6, like these:</p>
  
  <pre><code>x5=4:6;
  x6=4:6;
  </code></pre>
  
  <p>The restriction of the parameters are these:</p>
  
  <pre><code>x1&lt;=x2
  x3&lt;=x4
  x5&lt;=x6
  </code></pre>
  
  <p>A very important thing here is that the variation that makes <code>fmincon</code> can't make little changes, I mean, the first value of <code>x1</code> which is <code>4</code>, can't be <code>4.0000000001</code>, because in my objective function that changes will make no difference; and there is my problem, because the steps are too little, so the variation will make nothing, and the algorithm stops, saying that there's no variation of the objective function.</p>
  
  <p>I have set in the <code>fmincon</code>, <code>DiffMinChange=1</code>, and that works for the first iteration, and them, it starts to make too little steps. This is the initial configuration for <code>fmincon</code>:</p>
  
  <pre><code>options1 = optimset('Display','iter',...
      'Algorithm','sqp','PlotFcns',@optimplotfval,...
      'MaxIter',400,'MaxFunEvals',2000,'DiffMinChange',1);
  </code></pre>
  
  <p>The initial restrictions are:</p>
  
  <pre><code>A=[1 -1 0 0 0 0;0 0 1 -1 0 0;0 0 0 0 1 -1];
  b=[0;0;0];
  </code></pre>
  
  <p>To be more clear, what I'm looking for is make 3 ranges, lets defined like these:</p>
  
  <pre><code>R1=[x1:2:x2];
  R2=[x3:100:x4];
  R3=[x5:x6];
  </code></pre>
  
  <p>EDIT 1: You may to know that each evaluating of the objective function will take about 2-3 hours.</p>
  
  <p>As you can see, finally what I'm looking for is the variation of an interval, for that reason the limit in the beginning can't be bigger than the limit in the top, otherwise the rank will be empty.</p>