Constrained optimization problem

2012 2 13
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Hello,
I want to solve the following problem:
argmin{1/(T-1)*SUM(e^2)},
subject to a=>0, abs(b)<=1,
where e^2 is the squared error term I want to minimize, which is defined by some function e=f(a,b,x).
How can I solve this in Matlab? I'm completely clueless at the moment.
Many thanks in advance. Chris

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回答（1 个）

Christian F.
Christian F. 2012-2-13

0 个投票

Sorry for beeing imprecise.
I want to estimate the 2 parameters a,b. T is a scalar and x1,x2 are 2 vectors of data. Basically, I am trying to minimize the sum of sqared residuals of a nonlinear function.

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