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Using fmincon for optimization, when having too many variables

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Itachi
Itachi on 10 Aug 2012
Hi guys, I wanted to use the "fmincon" in the optimization toolbox to minimize my objective function. The only problem is that I have many variables. should I manually type the objective function :f(X)=x(1)+x(2)+...+x(n) ? Is there no other way?
Thanks in advance.

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Accepted Answer

Alan Weiss
Alan Weiss on 10 Aug 2012
You have to write a function that takes one input, typically a vector called x, and returns the objective function evaluated at x. If your objective function is the sum of the elements in the vector x, as you seem to have, then you could write, for example,
objective = @(x)sum(x);
For more details, consult the documentation.
Alan Weiss
MATLAB mathematical toolbox documentation

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Itachi
Itachi on 11 Aug 2012
Dear Alan,
Hi,this objective function was just an example, the variables may have different coefficients like 5*x(1)-6*x(2)+...-12*x(n) , please can you help me out here?
Thanks in advance.
Alan Weiss
Alan Weiss on 14 Aug 2012
Well, if it is really a linear function with a vector of coefficients, you could use
@(x)dot(x,a)
where a is the vector of coefficients.
Alan Weiss
MATLAB mathematical toolbox documentation

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