In the optimization routines in MATLAB the objective function needs to take all of it's design variables as one input. So in your case you would want something like:
function f = myFS(y,sigma)
sv = y(6:7); % sv will be the last 2 elements in the input vector
x = y(1:5); % x is the first 5 elements of the input vector
f = norm(x)^2-sigma*(sv(1)+sv(2)); % Where does sigma come from?
end
I assume sigma is not a design variable so I pass as the next input. This means we need to now define sigma in the workspace and then create a function handle.
sigma = 1;
objective = @(y) myFS(y,sigma);
This will hardcode the value of 1 for sigma into the function 'objective'. Now we can use this with fmincon:
x = fmincon(objective,x0,...)
