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How can i write optimal control objective with fmincon?

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zahra zamani
zahra zamani on 4 Oct 2019
Commented: Matt J on 4 Oct 2019
and my constraint is:

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Accepted Answer

Matt J
Matt J on 4 Oct 2019
Edited: Matt J on 4 Oct 2019
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

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Matt J
Matt J on 4 Oct 2019
You're welcome, but please Accept-click the answer if your question has been resolved.

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