Integration of anonymous functions using fmincon
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Dear all,
I want to find the maximum area of a function subject to some constraints using fmincom.
Here is my code
b_method = [1/2, 1/2];
a_method = [0,0;1,0];
dim = size(a,1)
%the area of the function is expressed as..
R=@(c)integral(@(z) 1+[z(1) z(2)].*b_method.*inv(eye(dim)-[z(1) z(2)].*a_method).*ones(dim,1),'ArrayValued', true);
%starting point
x0 = [-1,-1];
%p=1 constraints
a_c = [1,0;0,1];
b_c = [1;1];
x = fmincon(R,x0,a_c,b_c)
I am very new with using fmincon and this is the error I am getting
Error using integral (line 85)
A and B must be floating-point scalars.
Error in
maximize>@(c)integral(@(z)1+[z(1),z(2)].*b.*inv(eye(dim)-[z(1),z(2)].*a).*ones(dim,1),'ArrayValued',true)
Error in fmincon (line 552)
initVals.f = feval(funfcn{3},X,varargin{:});
Error in maximize (line 22)
x = fmincon(R,x0,a_c,b_c)
Caused by:
Failure in initial objective function evaluation. FMINCON cannot continue.
I am not sure where the error is coming from, any help would be appreciated.
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