Optimizing a system you defined in a .m file
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I have a complex, nonlinear system that has a few optimizable inputs and tons of outputs. I need a way to optimize this system easily using MATLAB.
e.g. if I had a .m file that described a complex non-linear system (such as a microwave circuit with realistic modeling or the stock market), I want a way to adjust parameters that describe that model (such as microstrip lengths or trading algorithm settings) to try to meet some optimization goals (such as s parameters need to be below this and above that or sharpe ratio needs to be above this, trading length needs to be above this, max downturn needs to be below this, and portfolio value needs to be maximum).
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