folinmod.m

基于matlab的约束非线性规划算法库

function [f, J] = fOlinMod(x, ctrl, t, u)
%Call: [f J]=fOlinMod(x,ctrl,t,u)
%Evaluate the residuals corresponding
%to the objective in a nonlinear lsq problem.
%If ctrl>0 the Jacobian J should be computed.
%Objective: 0.5*norm2(f)
%The problem is defined as
%  min 0.5*norm2(f(x))
% where f(x,u)=x(1)/(1+x(2)*t)
%and t,u are given. No constraints are present!
%
if ctrl == 0
    f=x(1)./(1+x(2).*t)-u;
    f=f(:);
    J = [];
else
   %The Jacobian is computed analytically
   f=[];
   J=[1./(1+x(2).*t) -x(1).*t./(1+x(2).*t).^2];
end