How can i write optimal control objective with fmincon?

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zahra zamani 2019-10-4

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https://ww2.mathworks.cn/matlabcentral/answers/483644-how-can-i-write-optimal-control-objective-with-fmincon

评论： Matt J 2019-10-4

采纳的回答： Matt J

and my constraint is:

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采纳的回答

Matt J 2019-10-4

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https://ww2.mathworks.cn/matlabcentral/answers/483644-how-can-i-write-optimal-control-objective-with-fmincon#answer_394872

编辑：Matt J 2019-10-4

在 MATLAB Online 中打开

Same as any objective...

Knowns=[lambda1,lambda2];
Jfun=@(Unknowns) objective(Unknowns,Knowns);
fmincon(Jfun , InitialGuess,[],[],[],[],lb,ub )
function J=objective(Unknowns,Knowns)
  x=Unknowns(1:N);
  u=Unknowns(N+1:M);
  eps=Unknowns(M+1);
  
  lambda1=Knowns(1);
  lambda2=Knowns(2);
  
  
  J=lambda2*eps^2+___________;
  
end