**I want to solve this minimization problem as it can be seen from the objective function Oz the problem is a combination of a trigonometric function and perhaps it is nonlinear in nature. The nature of the Helmholtz constraint is also nonlinear now this problem is previously solved by using fmin MatLab tool. I need this forum to guide me in the right direction on which topic and methods I should explore to solve this type of problem. Any problem like this solved by someone in CVX kindly share your experience **
I haven’t really tried to decipher what the problem is, but even assuming that the trig functions are just input data and do not involve optimization variables, it looks like there are products of variables inside an absolute value or norm, which would not satisfy CVX’s rules, and is unlikely to be convex.
Do you have a proof that this problem is convex? I will assume it is not. And if it is not, you should stick with non-convex optimization tools and solvers.
Thanks, Mark I have done some test but the problem is nonconvex.
Kindly can you recommend to me some nonconvex optimization solver/tools?
There are local and global non-convex solvers available under YALMIP.
Dear Mr.Stone.
Could you possibly recommend some local solvers?
Thanks!
Jack.
FMINCON, KNITRO, IPOPT, SNOPT are some. Some of these have a variety of derivative and algorithm options.