minimize the sum of functions. (fmincon)

hi, sorry for my bad english

i have to minimize a function g(x,a,b):=(i=1 to N) Σ(f(x,a(i))-b(i)) in the variable x.

where a and b are N-dimensional vector that i have in input.

x must be greater than zero so i would use fmincon.

for a(i) and b(i) i would use anonymous parameter (parameterfun) to pass them to the function.

the problem for me is the sum.

for a fixed index "i" is easy for me to minimize (f(x,a(i))-b(i)). but how can pass to the minimization of the sum ?

thank you so much!

Answer 1

[Walter Roberson]

Construct your function f to be vectorizable in a, and use

sf = @(x) sum(f(x,a)-b);

as the function you fmincon()

Or if it is too hard to make f vectorizable in a, then you can use

sf = @(x) sum(arrayfun(@(K) f(x,a(K))-b(K),1:length(a));

[Valerio Matteucci]

perfect! thank you so much!