Is there a way to use fmincon without function handles?

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I want to use fmincon as part of an optimization study but I have that inside a MonteCarlo simulation. Using function handles inside a for loop is a pain so I was wondering if there is a way to use fmincon without function handles. Does anyone have any helpful links or a simple example?
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Stephen23
Stephen23 on 3 May 2017
Edited: Stephen23 on 3 May 2017
"Using function handles inside a for loop is a pain"
How exactly is using function handles "a pain"? Function handles are the data type/class designed specifically for containing functions. They are exactly the right tool for the job, because that is the job they were designed for.
If you find them "a pain", perhaps you are doing something awkward with your code (which you did not show us). How would you imagine specifying the function to be optimized without defining a function?

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Answers (2)

Prannay Jain
Prannay Jain on 2 May 2017
Edited: Stephen23 on 3 May 2017
According to the documentation of fmincon - http://www.mathworks.com/help/optim/ug/fmincon.html, you can also use problem structure,
>> x = fmincon(problem)
But this problem structure will eventually have a function as one of its fields. The definition of fmincon says to find the minimum of constrained nonlinear multivariable function, so you have to use function handler.

Walter Roberson
Walter Roberson on 3 May 2017
Possibly linprog() or quadprog() or intlinprog() would be of interest to you: they allow minimization specified in terms of matrices.
quadprog() is the only nonlinear minimization that can be specified as matrices in the MATLAB toolboxes.
There is third-party GA toolboxes that specify the problem as arrays.

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