Help with fmincon function

Hello everyone!

I need help with my matlab code. I have this objective function: g = @(u) 30*u(1) + (20/2)*(u(2))^2 + (20/2)*(u(3))^2 + (10/2)*(u(4))^2 + (40/2)*(u(5))^2; and this conditions:

%initial guesses
u0 = [1 1 1 1 100000]; %
A = [];
b = [];
Aeq = [];
beq = [];
lb = 0.0 * ones(1,2,3,4);
ub = 1.0 * ones(1,2,3,4);
[x,fval,output,lambda] = fmincon(g, u0, A, b, Aeq, beq, lb, ub);

I need to find the values for different instant of times, because g is a function of time.

In this way I find only one value for each u. How can I do that and find the different values for each instant of time? I hope it is clear, thank you so much!!

Answer 1

[Catalytic]

First of all, let's fix your code.

g = @(u) 30*u(1) + (20/2)*(u(2))^2 + (20/2)*(u(3))^2 + (10/2)*(u(4))^2 + (40/2)*(u(5))^2;

u0 = [1 1 1 1 100000]; %
lb = zeros(1,5);
ub = ones(1,5);
[u,fval,output,lambda] = fmincon(g, u0, [],[],[],[], lb, ub);

In this way I find only one value for each u. How can I do that and find the different values for each instant of time?

By writing a loop over time.

for t=1:T
    g =  ----- something t-dependent --------
    [u(t,:),fval,output,lambda] = fmincon(g, u0, [],[],[],[], lb, ub);
end