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Unconstrained Maximisation Problem

Unconstrained Maximisation Problem

Unconstrained Maximisation Problem

(OP)
Hi everyone, essentially my aim is to maximise the unconstrained equation (1) with respect to lambda_i's for i = 0, 1, ..., 10. These lambda_i's can take on any REAL value, including 0. All other variables and functions are defined as follows:





I wish to solve for these lambda_i's in matlab, I have quite a limited knowledge with matlab, however I realise I have to use these three functions:

http://www.mathworks.com/help/stats/multivariate-n...
http://www.mathworks.com/help/matlab/optimization....
http://www.mathworks.com/help/optim/functionlist.h...

However due to my limited experience with matlab I am not sure about how to write the code, could anyone please give me a hand?

Any help will be much appreciated!

RE: Unconstrained Maximisation Problem

(OP)
Hi, sorry what is this file exchange section? I am new to the forums, apologies if this was posted in the wrong place.

RE: Unconstrained Maximisation Problem

(OP)
Oh I see, I've searched the mathsworks site, there doesn't appear to be anything similar.

RE: Unconstrained Maximisation Problem

Check if your version of Matlab has the "optimization toolbox"
If it does, it is relatively easy to set up your problem.

peace
Fe (IronX32)

RE: Unconstrained Maximisation Problem

(OP)
Yup I do have the optimization toolbox, in fact, I think I've got the code, however the problem is that I've been running it since last night and it still hasn't finished, how do I know when a script has finished running? And how can I make it run faster? The code + data file is attached below:

http://files.engineering.com/getfile.aspx?folder=b...

http://files.engineering.com/getfile.aspx?folder=3...

http://files.engineering.com/getfile.aspx?folder=a...

http://files.engineering.com/getfile.aspx?folder=c...

The first 3 files are my codes, last file is the data file.

Many thanks for your help!

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