Filter löschen
Filter löschen

Can I use fmincon for quadratic objective function with linear constraints without gradient and hessian matrices

1 Ansicht (letzte 30 Tage)
Hi all; I use fmincon to solve an objective function (quadratic) for a dynamic system which is subject to a set of linear constraints like dx/dt = f(x,u). the solver ( ode23) is used to solve the differential equations dx/dt = f(x,u) within the objective function. In this case the constraints satisfie implicitly , so here i still have to calculate the gradient and hessian matrices for the objective function. Regards

Antworten (0)

Kategorien

Mehr zu Quadratic Programming and Cone Programming finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by