Gradient of a self defined function.

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123123123 2018-1-27

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/379332-gradient-of-a-self-defined-function

回答： Arun Mathamkode 2018-1-30

Hi there, I created a function similar to this one:

function [scalar] = myfunc(vector)
          % stuff happening here
end

So it takes a vector and returns a scalar. I am interested in this: if i start with any given vector, how should I adjust it so that the scalar of the function maximizes. So I want the gradient of my function basically. How do I get it?

If I try:

a = myfunc(b);
gradient(a)

I get an error. How am I supposed to get the gradient? Any help is appreciated!

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Answer 1

Arun Mathamkode 2018-1-30

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/379332-gradient-of-a-self-defined-function#answer_302482

It looks like you are passing a vector to myfunc and it returns a scalar. Now you want to adjust the vector such that the scalar is maximum.

I think rather than looking for finding the gradient you can use the fmincon function. First, you need to convert the maximization problem into a minimization problem as described here. Then you can pass the function handle of the myfunc to the fmincon function along with an initial guess of the vector b.