I want to write code for convex optimization given in the image below.I wrote some code.but did not work.Expecting help?

here Cs ,Ci are nxn diagonal matrices.Ci Identity matrix

A is coefficient matrix order nxL

r variable vector to be optimized. order Lx1.

k is another optimization variable.

How to code. My version

    function f=myobj(x,pxx,A)

    z=[x(1) x(2) x(3) x(4)]

    z(1)=x(5);

    x(2)=0;

    x(4)=0;

    sum(z)=0.5*z(1)

    a1=ones([1 length(pxx)]);

    c1=diag(pxx);

    c2=eye(length(pxx));

    T=a1*c1*A*x;

    Q=a1*c2*A*x;

    f=T/Q;

end

fmincon(f,[0 0 0 0 0],[],[])

getting error.

Answer 1

[Alan Weiss]

Without reading your problem in detail, it is clear that you are calling fmincon incorrectly. As clearly documented, fmincon expects your objective function to contain a single multidimensional variable as the argument, not three variables as you have. If pxx and A are extra parameters, then pass them using the correct syntax,

 f = @(x)myobj(x,pxx,A)

Alan Weiss

MATLAB mathematical toolbox documentation