Run fmincon multiple time

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JJ
JJ 2014-8-24
编辑： Matt J 2014-8-25
Hi
I am trying to maximize an function(x,y) over (x,y)
x^2+y^2+b, subject to 0<x<1 and 0<y<1. and b is between 0 and 20.
Now, I want to run fmincon on this function 20 times (for b=0, b=1, b=2..... and so on). I also want to save the optimal (x,y) with the coresponding b so that I can plot this function later.
I have looked up ( http://www.mathworks.com/help/optim/ug/nonlinear-equality-and-inequality-constraints.html ), How should I modify the code so that it will do the above?
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Matt J
Matt J 2014-8-24
编辑：Matt J 2014-8-24
But because your example isn't similar enough to your true problem, you are unlikely to get a response that is meaningful to your true problem.

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Matt J
Matt J 2014-8-24
编辑：Matt J 2014-8-24
Your example is a straightforward application of QUADPROG
[xy, fval]=quadprog(-eye(2),[0;0],[],[],[],[],[0;0],[1;1])
b=0:20;
fval=fval+b;
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Matt J
Matt J 2014-8-25
编辑：Matt J 2014-8-25
I have the vague impression that this is what you're looking for
http://www.mathworks.com/help/optim/ug/passing-extra-parameters.html
It will tell you how to pass 'b' to the objective function as fixed data.

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