Hi,
I want to minimize sum of squared variables in fmincon while get the number of variables from users. For example, if he entered i=3, minimize x(1)^2+x(2)^2+x(3)^2. if he entered i=n, minimize x(1)^2+x(2)^2+...x(n)^2. Actually, I don't have any problem to set lower and upper limits and initial condition matrix, but I don't know how to define this function which fmincon accepts.
Thanks

1 Comment

If you have no nonlinear constraints, though, it would be better to use quadprog

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 Accepted Answer

The objective function can be specified independently of the dimension.
fun=@(x) norm(x).^2
It is the initial guess that must be chosen based on the problem dimension.

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