How do I code my optimization problem with the Optimization Tool Box?

How can i use the optimization tool box.
I have an optimization problem:
min F(t,w) s.t (-T<t<.01*T) U (-T<t<.01*T) and -(1/T)<w<(1/T);
where F(t,w)= sum(sum(ai*bj*T*sin((w0+w)*T)).
Here a=[a1 a2 ..ai .. aN],w0,N and T are known and I need to find out the vector b=[b1 b2 ..bi... bN] which mininmizes F(t,w).

回答(1 个)

This is an optimization problem with a nonlinear objective function and linear constraints. fmincon applies to this type of problem. You will need to define the objective function using either an anonymous function, or a MATLAB function defined in a separate .m file. Linear inequality constraints can be implemented by defining the appropriate matrix and vector when calling fmincon.

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2011-2-8

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