I am relatively new to octave and dealing with the following minimization problem: Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex numbers. My goal is to determine the real numbers x(1), x(2), x(3), x(4),x(5),x(6),x(7) with -1<=x(j)<=1, j=1,..,7, such that the function
(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 takes its minimal value.
I made the following attempt using sqp:
function erg=fun(x) erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2
endfunction
function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) global b; minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) endfunction