brute force procedure for a function

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Alexey
Alexey 2014-8-6
回答： Yu Jiang 2014-8-6
Dear collegues,
I have a question about design of flexiable brute force procedure over functions parameters. suppose I have a function
kpi = func(a,b,c)
in brute force function i want to select only for which parameters optimize and in which range e.g.: Optimization over a = 1:5 and c= 100:125 and b = 2
result = f_opt(@func,[1 0 1], {1:5,2,100:125})
the number of parameters in func must be canchagable. func is not vectorized.
What is the best way to design such function?

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回答（1 个）

Yu Jiang
Yu Jiang 2014-8-6
If you would like to fix one parameter, e.g., b and optimize the function by finding appropriate a and c in their given range, you may try the following
x = fmincon(@(x) func(x(1),b,x(2)), x0, [], [], [], [], [1 100], [5 125])
where x0 is the initial condition.

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