fmincon and optimization with a symbolic matrix
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ali akbar
am 14 Sep. 2020
Kommentiert: ali akbar
am 14 Sep. 2020
I am working on the following optimization problem
syms t [1 16]
tt=reshape(t,[4],[4]);
a=tril(tt);
chi1=trasnpose(a)*a;
chi=randn(4,4);
fun=(chi1-chi).^2;
g=matlabFunction(fun)
gs=GlobalSearch;
opts=optimoption(@fmincon,'Algorithm','interior-point');
problem = createOptimProblem('fmincon','x0',[],'objective',g,'lb',[],'ub',[],'options',opts)
and I am getting an error
Undefined function 'optimoption' for input arguments of type 'function_handle'.
opts=optimoption(@fmincon,'Algorithm','interior-point');
I read on forum that fmincon doesn't solve symbolic problem so I tried another solver 'lsqnonlin' and lsqlin, but encountering a similar problem. Any help will be appreciated.
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