fmincon_fungp.m

来自「matlab波形优化算法经常要用到的matlab toolbox工具箱:yalm」· M 代码 · 共 6 行

function [f,df] = fmincon_fungp(x,prob)

z = prob.Afun*x;
w = exp(z);
f = full(log(prob.bfun'*w));
df = ((1/(sum(prob.bfun.*w)))*(prob.bfun.*w)'*prob.Afun);