MATLAB: Minimizing an objective function

minimizeobjective-function

Hi everyone,
I am quite new to Matlab. I want to minimize my objective function, but I have not done it before and I do not know how to minimize the objective function in matlab. Here is a simplified version of the function I need to minimize:
f=3*w(1) +5*w(2) +7*w(3)
st. w(1)+w(2)+w(3)=1
Any code, illustration would help tremendously.
Thanks.

Best Answer

Unless you place some further constraints on W values, there is no limit to how much 'f' can be reduced. The right answer would be minus infinity. For example, let W(1) = 1, w(2) = +2^50, w(3) = -2^50. Then the sum of the w's is 1 and f is -2^51+3 which is a huge negative number. If you restrict W to non-negative values, then the obvious answer is 3 without the necessity of using matlab.
To learn how to accomplish such a minimization in a general situation, read the documentation for 'fmincon' at:
   http://www.mathworks.com/help/optim/ug/fmincon.html
Related Question