Solving a min max constraint problem in matlab,is a part/function of my whole code. This function finds the optimal linear combination of the distributions, x and y such that it approximates z very good. The problem is that the code is terminated if the optimization problem cannot be solved. In that case I would like to use choose my own values for the optimal parameters.
So I wrote this part in the code:
%If the optimal solution is not found then:
But It does not work. So now I am left with two questions:
1) Can you give me some suggestion for better code?
2) How can I add arguments to the code such as 'MaxFunEvals', 1000, 'Maxiter', 1000, such that the code is not terminated easily?
Thank you in advance
This is the code of my function:
function[OptArgum,v]=ModelParametersMinMax (x, y, z)
%This function finds the optimal linear combination of the distributions, x and y such that it approximates z very good. z=a*x+(1-a)*y
% x =The pdf vector of process x
% y =The pdf vector of process y
% z =The pdf vector of all processes together
%OptArgum=A vector that consist of three entrees all coefficients for x,y and z
%v =A linear combination of the x and y such that v can be approximated by: a*x+(1-a)*y
%Construction of the constraint matrix
Aeq=[1 1 0];
%bound of the variables
lb=[0 0 0];
Cs=[x y -z];%coefficients of the objective function