I am trying to change the weights for the optimisation process each iteration. Following the discussion:
I am using “NONLINEAR_LS”, but I don’t know how to change the matrices W and We each run step.
On the other hand, following the discussion in:
seems that it is possible to change the weights using “EXTERNAL” too, by using parameters.
What is the preferable approach?
Thanks in advance
I have been investigating further and I see that we can use cost_set function for changing the weighting matrix W.
I haven’t found equivalent function for changing the Mayer cost matrix We.
Then, this way is more simple to implemented than using parameters.
W_e is just
W at the terminal shooting node.
So you can use
cost_set with stage
N and field