Help change the code of optimization# Computation - 科学计算
o*s
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I have a code like the following. But it is a linear constrained optimization
code. I want to solve nonlinear optimization. How can I change it? I knew
fmincon in matlab. Thanks a lot.
% [xmin,lambdamin,fxmin]=dnewtonlip('f','g',A,b,x0,tol)
%
% Given a function 'f', its gradient 'g', a feasible x0, and
% linear inequality constraints Ax>=b, use a discrete Newton method
% to minimize f, ending at a point xk, with
%
% |f(xk)-f(xk-1)| < tol*(1+|f(xk)|)
%
function [xmin,lambdamin,fxmin]=dn
code. I want to solve nonlinear optimization. How can I change it? I knew
fmincon in matlab. Thanks a lot.
% [xmin,lambdamin,fxmin]=dnewtonlip('f','g',A,b,x0,tol)
%
% Given a function 'f', its gradient 'g', a feasible x0, and
% linear inequality constraints Ax>=b, use a discrete Newton method
% to minimize f, ending at a point xk, with
%
% |f(xk)-f(xk-1)| < tol*(1+|f(xk)|)
%
function [xmin,lambdamin,fxmin]=dn