How to pass additional inputs to function in 'fminbnd'?

Question

Abhinav 2018-2-5

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/380783-how-to-pass-additional-inputs-to-function-in-fminbnd

编辑： Stephen23 2020-3-19

I have a function to optimize with respect to 'lambda':

   function v = minfunction(lambda)
    data = xlsread('data.xlsx');  
    data = data(:,2:3);
    idx = xlsread('idx.xlsx');
    v = 0;
    for i = 1:size(idx,1)
        v = v + max(0,(lambda*data(idx(i,1),1)+(1-lambda)*data(idx(i,1),2)-(lambda*data(idx(i,2),1)+(1-lambda)*data(idx(i,2),2))));
    end
    end

The optimization is of following form

lambda = fminbnd(@minfunction,0,1)

However, the function 'minfunction' asks for other arguments 'data' and 'idx'. These matrices are updated after each iteration. Currently, I am using excel data to pass these arguments. But I want to pass arguments 'data' and 'idx' in the 'minfunction' it self. If I am writing

function v = minfunction(data,idx,lambda)

and calling the optimizer as

lambda = fminbnd(@minfunction,0,1)

the MATLAB is showing error as too many input arguments.

Can someone help me with this? I am attaching the excel files with question containing idx and data.

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Answer 1

Stephen23 2018-2-5

3
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/380783-how-to-pass-additional-inputs-to-function-in-fminbnd#answer_303487

编辑：Stephen23 2020-3-19

在 MATLAB Online 中打开

Do NOT call xlsread inside the function! Doing so will result in slow and inefficient code due to repeated file access.

The proper solution to your question is to define your function with as many arguments as you require:

function v = minfunction(data,idx,lambda)

and then pass it to the optimizer using an anonymous function:

idx = ...
lam = ...
v = fminbnd(@(t)minfunction(t,idx,lam), 0, 1);

Using this method the values of idx and lam are defined just once, and are then used for all iterations of the optimizer. You can read more this method by reading the MATLAB documentation:

https://www.mathworks.com/help/matlab/math/parameterizing-functions.html