Solve minimax constraint problem
조회 수: 1 (최근 30일)
이전 댓글 표시
Hi,
I would like to solve minmax problem. like below:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/164804/image.jpeg)
So first of all I try to use two fmincon but as it is slow I noticed Matlab offer fminmax function: http://www.mathworks.co.uk/help/optim/ug/fminimax.html
So I would like to ask is it possible to give the range to 'i' in fminmax function?
With best regards,
댓글 수: 0
채택된 답변
Matt J
2014년 6월 26일
편집: Matt J
2014년 6월 26일
So I would like to ask is it possible to give the range to 'i' in fminmax function?
You will need to discretely sample t in order for fminimax to be applicable. You also need to optimize over a region where the F_i are differentiable, so if p<=1 in your p-norms, you will also have to keep Px, Qx and Rx away from zero.
댓글 수: 3
Matt J
2014년 6월 26일
편집: Matt J
2014년 6월 26일
If U_t is really a discrete vector, then your problem isn't really a minimax in the standard sense. You can rewrite the problem as a continuous minimization problem in both w and u,
min_{w,u}(-J0(w,u))
So, it's really just a regular minimization problem in the concatenated space of vectors z=[w,u]
min_z -J0(z)
추가 답변 (0개)
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!