问题:如何使用“fmincon”解决以下最小化矩阵问题?
我试图找到f
a *(b - (inv(a)* inv(inv(a)+ transpose(c)* inv(f)* c)*(inv(a)* d + transpose(c)* inv(f )* e)))^ 2
最小化,取决于:
f> 0
++++变量:
答案 0 :(得分:0)
感谢@ m7913d,我通过Isqnonlin解决了代码:
clc;
clear all;
% random inputs A, B, C, D and E
a = rand(8,8)'*rand(8,8);
b = 2*rand(8,1) - 1;
c = 2*rand(1,8) - 1;
d = 2*rand(8,1) - 1;
e = 2*rand(1,1) - 1;
% minimization term
fun = @(f) a * ( b - ( inv(a) * inv(inv(a)+c'*inv(f)*c) * (inv(a)*d+c' * inv(f) * e) ) );
f = lsqnonlin(fun,0.1,0,+inf)