Constrained optimization problem

Hello,

I want to solve the following problem:

argmin{1/(T-1)*SUM(e^2)},

subject to a=>0, abs(b)<=1,

where e^2 is the squared error term I want to minimize, which is defined by some function e=f(a,b,x).

How can I solve this in Matlab? I'm completely clueless at the moment.

Many thanks in advance. Chris

Answer 1

[Christian F.]

Sorry for beeing imprecise.

I want to estimate the 2 parameters a,b. T is a scalar and x1,x2 are 2 vectors of data. Basically, I am trying to minimize the sum of sqared residuals of a nonlinear function.