I am currently implementing a Optimizationproblem, where I have a set of inequalitiy constraints. My Problem is that these constraints are connected with an AND if I use fmincon. So the Problem is solved if all constrained are satisfied. For my problem it is enough of only one of these constraints are satisfied. But all constraints can be satisfied. So instead of a And my constraints should be connected with OR. Do you have any idea how to do that?
As I have to have a linear Problem, I can't use non-linear constraints.
I also could formulate my constraints so that they are all True when the constraints are not satisfied. But I don't know how to implement that the constraints aren't allowed to turn true.
