excuse me, how can set a tolerance? because I want to solve this:( I mean finding "cc" which satisfies below)
* F(cc)<=min(F(c))+(0.5)^k *
and k k is iteration number. in paper, writer said that tolerance should be set on "(0.5)^k". I've written a az below,but it doesn't work.
objfcn = @(cc) fmp_cmp(cc, Uu, Cc, mm, p); options = optimset('TolFun', delta^k); A = [ones(1,24)]; b =; cc0=rand(1,24); cc0=cc0/sum(cc0); [cc,fval]=fmincon(objfcn,cc0,,,A,b,zeros(1,24),ones(1,24),options);
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There may be a typo in your post. The additive constant (0.5)^k doesn't affect the solution in any way. cc=argmin(F) is a solution for all k. Perhaps you really meant to write an equality,
If so, the first step is to minimize F() as I think you have done in other posts. If Fmin is this minimum, then the above reduces to
You could indeed use fminsearch to solve this nonlinear equality
cc=fminsearch(@(cc) abs(Fmin+(0.5)^k -F(cc)) ,...)
However, it would be more direct to use fzero
cc = fzero(@(cc) Fmin+(0.5)^k -F(cc) ,...)