Run fmincon multiple time
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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?
5 个评论
Your problem is a quadratic program. It is therefore better to use quadprog as opposed to fmincon.
Aside from that, there is no point in repeating the optimization for multiple b, as you describe. The value of b doesn't affect the maximizing coordinates (x,y), which will always be x=y=1.
Aniruddha Phatak
2014-8-24
You are trying to maximize the function (which anyway has a straightforward answer x=y=1), but the function fmincon finds the (x,y) values that minimizes the function . Also, the value of b makes no difference to the maximized or minimized value. Perhaps you meant x^2-y^2 with perhaps b as a multiplying factor rather than just an additive factor? (Or perhaps I didn't read your question right in the first place?)
JJ
2014-8-24
JJ
2014-8-24
采纳的回答
[xy, fval]=quadprog(-eye(2),[0;0],[],[],[],[],[0;0],[1;1])
b=0:20;
fval=fval+b;
2 个评论
JJ
2014-8-24
I have the vague impression that this is what you're looking for
It will tell you how to pass 'b' to the objective function as fixed data.
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