Double Summation Obective Function

How can I optimize (e.g. using fmincon) when the objective function is in double summation form? For example, f=sum(sum(Nij)) for i=1..S and j=1..K?

Answer 1

[Torsten]

f=0.0;
for i=1:S
  for j=1:K
    f=f+N(i,j);
  end
end

Best wishes

Torsten.

[Nelson]

Hi Torsten,

I have a quite similar problem cause I need to minimize the sum of square of a matrix (M) that is funcion of my variable vector x. I can use the meansqr(M) as my objective function as:

y = meansqr(M);

is it the same for Matlab or does it need a symbolic expression? Looking at your example I would say no.

Suppose that y = meansqr(M) is correct. Can I define gradients using symbolic expressions and therefore including my variables (x(1),x(2) etc.)?

With such implementation the code runs, but I would like to know if it is correct.

Thanks

Regards,

N.