On 25 Aug., 08:53, "Dinesh Bhati" <bhatidin...@gmail.com> wrote:
> Thanks for your interest Torsten.May I know What is the best way to minimize phi w.r.t the variable 'x' in the following case
>
> b=f(x)
> c=f(x)
> phi=x'*R*x+b'*R*b+c'*R*c
>
> Please tell me some methods.
>
> Thanks
> Dinesh
>
>
>
> Torsten <Torsten.Hen...@umsicht.fraunhofer.de> wrote in message <e36095f4c44a4292b1c230e516f41...@c29g2000yqd.googlegroups.com>...
> > On 25 Aug., 08:14, "Dinesh Bhati" <bhatidin...@gmail.com> wrote:
> > > Hi,
>
> > > Is it true that fmincon solution is the eigenvector corresponding to the smallest eigen value of the objective function
>
> > > phi=b'*R*b;
>
> > > Thanks
> > > Dinesh
>
> > If b_2 is constrained to be <= a positive constant C (e.g. C=1),
> > then the solution b is the eigenvector
> > corresponding to the smallest eigenvalue of the matrix 0.5*(R+R').
>
> > Best wishes
> > Torsten. Zitierten Text ausblenden 
>
>  Zitierten Text anzeigen 
It depends on how complicated the functions b=f1(x) and c=f2(x) look
like
and what constraints you want to set on x.
Best wishes
Torsten.
