How to minimize a function when variables do not appear directly?
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Pasquale
el 3 de Nov. de 2017
Comentada: Pasquale
el 4 de Nov. de 2017
The code is too complicated, so I resume its structure in equivalent way: I choose a start vector x, for example x=[x1 x2 x3 x4] (for my problem it could have more than 1000 elements), and through separate functions I calculate the vectors a,b,c,d. Each of them depends on the previous one, more or less in this way:
a=f(x);
b=f(a,par1,par2,par3);
c=f(b,x,par1,par2,par3);
d=f(c,par1,par2,par3);
The object function (OF) I want to minimize is very simple, something like OF=d1+d2+d3+d4, but how can I find the vector x that minimizes OF if it does not appear in the function?
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Stephen23
el 4 de Nov. de 2017
You just need to pass the parameters to the function exactly as Walter Roberson and the MATLAB documentation show:
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Walter Roberson
el 3 de Nov. de 2017
par1 = ...
par2 = ...
par3 = ...
func = @(x) minimize_this(x, par1, par2, par3)
[best_x, fval, exitflag, output] = gamultiobj(func, number_of_variables);
function cost = minimize_this(x, par1, par2, par3);
a=f(x);
b=f(a,par1,par2,par3);
c=f(b,x,par1,par2,par3);
d=f(c,par1,par2,par3);
OF = a + b + c + d;
cost = OF;
end
"So if the variable x does not appear directly in OF, it is impossible to use fminnunc or similar minimization functions?"
Not appearing directly in OF is not the problem. You cannot use fminunc or similar minimization functions because your OF is a vector and it is meaningless to minimize a vector.
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