How can i write optimal control objective with fmincon?

and my constraint is:

Answer 1

[Matt J]

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

[zahra zamani]

thank you so much.

[Matt J]

You're welcome, but please Accept-click the answer if your question has been resolved.