MATLAB: How can i write optimal control objective with fmincon

nonlinear mpcoptimization

and my constraint is:

Best Answer

Same as any objective...
Knowns=[lambda1,lambda2];
Jfun=@(Unknowns) objective(Unknowns,Knowns);
fmincon(Jfun , InitialGuess,[],[],[],[],lb,ub )
function J=objective(Unknowns,Knowns)
x=Unknowns(1:N);
u=Unknowns(N+1:M);
eps=Unknowns(M+1);
lambda1=Knowns(1);
lambda2=Knowns(2);
J=lambda2*eps^2+___________;
end