Hello Adesola

Use the built-in fmincon function. In the optimoptions, set the algorithm to interior-point.

Look at these line of codes I have developed for a simple optimization problem:

options = optimoptions(@fmincon, 'TolFun', 0.00000001, 'MaxIter', 20, ...

'MaxFunEvals', 100000, 'Display', 'iter', ...

'DiffMinChange', 0.001, 'Algorithm', 'interior-point');

P = fmincon(@obj_fun,P0,[],[],[],[],LB,UB,[],options) ;

Also, check the MATLAB help for fmincon for some examples and further information.

Regards,

Dear Adesola Bankole,

I suggest you to see links and attached files on topic.

https://www.mathworks.com/products/model-predictive-control.html

https://arxiv.org/pdf/1910.13753.pdf

http://www.optimization-online.org/DB_FILE/2018/01/6420.pdf

Article A software framework for embedded nonlinear model predictive...

Best regards

If you're looking for "open-source" solutions, use stanford's CVX:

http://cvxr.com/cvx/

You can integrate CVX with Matlab easily, otherwise use Matlab's built-in functions. Somebody else already covered the fmincon function, see their answer.