The following Matlab project contains the source code and Matlab examples used for weighted least squares + weighted min max optimization.
This is a wrapper function to solve optimization problems (using FMINCON) of the form:
min w.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

egCostFunc.m | 241 |

egNlcon.m | 146 |

fwlsmm.m | 3619 |

fwlsmm_demo.m | 674 |