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minimization problem, sqp


From: Urs Hackstein
Subject: minimization problem, sqp
Date: Mon, 25 Feb 2013 14:30:40 +0100

Dear list,

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

Thanks a lot in advance!

Sincerely yours,

Urs Hackstein

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