embedded fmincon problem to find mini max ?
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I want to find the minimum in x of maximum in t of myfun function, can I use this type of resolution ?
myfun = @(x,t) sum ((x(1:n)+t(1:n))./(x(1:n)*t(1:n)));
fmincon (-fmincon(-myfun,t0,[],[],[],[],zeros(n,1),ones(n,1)),x0,[],[], [],[],lb,ub,@nonlcon,options);
error
Caused by:
Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.
Thanks.
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