Re: minimization problem, sqp

[Juan Pablo Carbajal]

On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein
<address@hidden> wrote:
> Dear list,
>
> I am relatively new to octave and dealing with the following minimization
> problem:
> Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex numbers. My
> goal is to determine the real numbers x(1), x(2), x(3), x(4),x(5),x(6),x(7)
> with -1<=x(j)<=1, j=1,..,7, such that the function
>
> (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2
> takes its minimal value.
>
> I made the following attempt using sqp:
>
> function erg=fun(x)
> erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2
> endfunction
>
> function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7)
> global b;
> minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1])
> endfunction
>
> Thanks a lot in advance!
>
> Sincerely yours,
>
> Urs Hackstein
>
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>

 Hi Urs,

Great! and what is the problem?