weighted least-squares + weighted min-max optimization

Optimization using both weighted least squares and weighted min-max
Updated 12 Sep 2008

No License

This is a wrapper function to solve optimization problems (using FMINCON) of the form:

min w.r.t. X of
CostFunc(X) = beta*(W_ls*F(X)) + (1 - beta)*(max(W_mm*F(X)))

subject to:
A*X <= B, Aeq*X = Beq (linear constraints)
C(X) <= 0, Ceq(X) = 0 (nonlinear constraints)
LB <= X <= UB (bounds)

Cite As

Lai Chiong Ching (2024). weighted least-squares + weighted min-max optimization (https://www.mathworks.com/matlabcentral/fileexchange/21422-weighted-least-squares-weighted-min-max-optimization), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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