matlab - How can I write the following nonlinear constraint optimization as nonlcon in fmincon? -
i want solve following optimization problem fmincon
in matlab, can not define non-linear constraint.
k=e(ρ(z)) , c=1 , t=5 , z=randn; r_t=ab(:,t);
my loss function ρ
2 criterion functions , c
constant. have written piece of code follows.
x0=[0 0 0 0]';%'// ab=[ 0.0181 -0.0041 0.0040 0.0373 0.0580 0.0009 0.0250 -0.0009 0.0205 0.0302 0.0290 0.0260 0.0260 -0.0234 0.0250 -0.0136 -0.0311 -0.0451 0.0576 -0.0288]; t=5; z=randn; f=@(x) ((1/6)*(1-(1-(x)^2)^3))*(abs(x)<=1)+(1/6)*(abs(x)>=1); k=mean(f(z)); aeq=[1 1 0 0]; beq=1; fun=@(x) x(3); x=fmincon(fun,x0,[],[],aeq,beq,[],[],nonlcon);
please me if can.
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