How to take input from a function file in optimization toolbox objective?
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Hello All,
I have an objective function of type: Gexp - phi*inv(lambda)*phi'
Out of this objective function Gexp is constant and known while rest of the term is to be found out at every iteration. So how to link that term to a function file which will give output as phi and lamda? And how to define the variable in the same function file so that the algorithm will determine the new value of phi and lamda after every iteration by changed value of variable it found during every iteration?
Thank You.
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Accepted Answer
Torsten
on 8 Apr 2019
x = fmincon(@objective,x0,A,b)
function f = objective(x)
% Calculate phi and lambda from x
f = -phi*inv(lambda)*phi';
end
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