fmincon for matrix optimization
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I am trying to solve the following minimization problem:
- where the is a positive number, Wis a 11-by-3 orthogonal (eigenvector) matrix, and Ω is the 3-by-3 diagonal (eigenvalue) matrix
- the free parameters to be optimized are the last column vector (11-by-1) of W, and the last eigenvalue (1-by-1 schaler) in Ω.
Subject to the constraints:
- .
I am looking at fmincon, but the problem seems to be not as straight forward as I initially thought. Below is my wroking code.
In particular, I want to know:
1. whether the following structure is correct
2. how to make "myObjectivefunction" to optimise the vector and scaler values at the same time
optimized = fmincon(@(x) myObjectivefunction, initialV,[],[],w',beq,[],[],@nonLinconVec,options);
- optimized is a 12-by-1 vector of outputs. I put the eigenvalue in the first element, and the eigenvector in to (2:end) of the vector (not sure if it's correct or not)
- [w', beq] satisfies the first constraint (verified)
- @nonLinconVec: a separate file for the second constraint (verified)
I truly appreciate your help and suggestions!
4 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Solver Outputs and Iterative Display dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!