How to compute cost function for fmincon?
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Hi all, I'm performing an optimization using fmincon as follows:
r=[0.22 9.94 0.08;
0.16 0.95 0.08;
0.07 0.87 0.08];
R = [0.49; 0.42; 0.19];
x = fmincon(@(x) norm(r*x-R)^2, ones(3,1)/3, [], [], ones(1,3), 1, zeros(3,1), []);
Here, I wan to use a cost function for this optimization.
where , and x is a vector of initial guess values.
Could you somebody help me with this?
1 Comment
Matt J
on 21 Sep 2020
The cost function you have shown is vector-valued. Do you mean to minimize its Euclidean norm?
Accepted Answer
Matt J
on 21 Sep 2020
Edited: Matt J
on 21 Sep 2020
r=[0.22 9.94 0.08;
0.16 0.95 0.08;
0.07 0.87 0.08];
R = [0.49; 0.42; 0.19];
omega=0.1;
gamma=150;
fun=@(x) norm( (r*x-R) + omega*(1-tanh(x*gamma)-gamma*tanh(x-1) ) )^2 ;
x = fmincon(@(x) fun, ones(3,1)/3, [], [], ones(1,3), 1, zeros(3,1), []);
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