How to optimize an objective function with repect to two variables using fmincon?
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ANCY S GEORGE on 8 May 2022
Commented: Star Strider on 9 May 2022
I want to maximize this objective function with respect to a and b using fmincon.
subjected to 3<=a ; b<=8
Star Strider on 8 May 2022
The general approach to maximising a function is to negate it so the minimum that the optimisation functions find is actually the function maximum.
f = @(a,b) (-90*a-90*b+540);
[ab,fv] = fmincon(@(ab) -f(ab(1),ab(2)), rand(2,1), ,,,,[3 -Inf],[inf 8]);
fprintf('\n\ta = %23.15E\n\tb = %23.15E\n\tfv = %23.15E\n\n',ab,fv)
The problem appears to not be well-posed.
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