Hello! I am trying to find the maximum of |A(z)|_2. A(z) is a n x n real matrix. Each entry in this matrix consists of some nonlinear equation. For context, A is the jacobian of a nonlinear dynamical system and I need to find the upper bound on the norm of this jacobian. the decision vector z (n x 1) is upper and lower bounded. My code works but I get a value of the norm which is extremely large, perhaps I have a bug in the code. Here it is (with some simpliciations):
A = @(z) [...
lb = [...
ub = [...
z0 = [...
fun = @(z) -norm(A(z),2);
options = optimoptions('fmincon');
options.Algorithm = 'interior-point';
zStar = fmincon(fun,z0,[],[],[],[],lb,ub,[],options);
disp(norm(A(zStar),2));
Is there anything wrong with this code? I am not sure I have defined the objective function correctly, I have not found any examples of this.
Best Regards MC
