my question is how to use fmincon in for loop?

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azam ghamari 2018-12-25

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https://ww2.mathworks.cn/matlabcentral/answers/437192-my-question-is-how-to-use-fmincon-in-for-loop

评论： Image Analyst 2018-12-25

Hi every body, I write a code in fmincone , it gives me this error :

Index exceeds matrix dimensions.
Error in test>@(u)2*norm(u(z))^2+3*norm(y{1})^2
Error in fmincon (line 536)
      initVals.f = feval(funfcn{3},X,varargin{:});
Error in test (line 47)
 u(z)=fmincon(fun,u,[],[],B,T{k_max-z}-A*x{z},-2,2)
Caused by:
    Failure in initial objective function
    evaluation. FMINCON cannot continue.

My code is:

for z=1:10
fun = @(u(z))2*norm(u(z))^2+3*norm(y{1})^2
 u(z)=fmincon(fun,u(1),[],[],B,T{10-z}-A*x{z},-2,2)
 end

where T{10-z}-A*x{z}, y{z} are defined before.

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madhan ravi 2018-12-25

upload u T B x all the undefined parameters and your full code

Image Analyst 2018-12-25

在 MATLAB Online 中打开

Azam's "Answer" moved here since it's not an answer to the original question:

A=[0.8 0;0 0.7]
B=[1;1];
C=[1.2 1];
D=0;
x{1}=[1;1];
k_max=10;
for i=1:k_max
	p(i,:)=[i/20 -i/30];
	K(i,:)=place(A,B,p(i,:));
end
for k=1:k_max
	u(k,:)=-K(k,:)*x{k};
	x{k+1}=A*x{k}+B*u(k,:);
	y{k}=C*x{k};
end
T{1}=x{k_max}
for j=2:10
	T{j}= T{j-1}+x{k_max+1-j};
end