fmincon_fungp.m

matlab波形优化算法经常要用到的matlab toolbox工具箱:yalmip

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);