Return values from simulannealbnd other than fval and x

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Saifullah Khalid 2017-6-27

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评论： Saifullah Khalid 2017-6-27

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I am optimizing an objective function which depend on profit and risk as shown below. I am using simulannealbnd function to optimize decision variable x. I want to plot profit vs risk. I am unable return the values of profit and risk for best value of decision variable x as I simulannealbnd only returns objective and x variables. I shall appreciate any help in this issue.

objective = w1* profit(x) + w2* risk(x);

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Walter Roberson 2017-6-27

Why not record the w result of the fmincon?

Saifullah Khalid 2017-6-27

Thanks, I was able to address issue by saving intermediate parameters

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Walter Roberson 2017-6-27

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You can use the same techniques described at https://www.mathworks.com/matlabcentral/answers/92701-how-do-i-pass-out-extra-parameters-using-ode23-or-ode45-from-the-matlab-ode-suite

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