6 lines
162 B
Mathematica
6 lines
162 B
Mathematica
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function [f,df] = fmincon_fungp(x,prob)
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z = prob.Afun*x;
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w = exp(z);
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f = full(log(prob.bfun'*w));
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df = full(((1/(sum(prob.bfun.*w)))*(prob.bfun.*w)'*prob.Afun));
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