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Question
How to prevent error or catch error in fmincon while satisfying non-linear constraints?
I am performing a minimisation using fmincon. I am minimising the sum of squared errors between a pricing surface and market pri...
9 years ago | 2 answers | 0
2
answersQuestion
How do I solve a constrained linear least squares problem where the constraint depends on elements in the solution?
I have simplified the problem for ease of exposition. I am solving for x in A*x = b. If x = [x1,x2,x3,x4], I require that x3 ...
9 years ago | 1 answer | 0
