non convex optimization

Hello everybody,

I am trying to solve a single objective, constrained optimization
problem involving several optimization variables. However, the
objective function is not always a convex function of the variables --
it is convex for some choice of the optimizing variables and concave
for some other choices. Thus, I would say that I am dealing with a non
convex optimization problem.

I do not know whether matlab can solve this kind of a problem. To my
understanding, I think that fmincon (in Matlab's Optimization Toolbox)
can only solve optimization problems that is a convex function of the
optimizing variables.

Any help along these lines would be greatly appreciated.


Thanks
TD
.

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