fmincon_fungp.m

optimization toolbox

function [f,df] = fmincon_fungp(x,dummy1,dummy2,dummy4)

persistent prob
persistent A
persistent b

if nargin == 4
   prob = dummy4;
   ind = find(prob.map==0);
   A = prob.A(ind,:);
   b = prob.b(ind);
   return
end

z = A*x;
f = full(log(b'*exp(z)));
df = ((1/(sum(b.*exp(z))))*(b.*exp(z))'*A);