Problem when using max operation in objective function of fmincon optimization
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Hi. I have a problem when I use max operation in objective function of fmincon optimization. My code of objective function:
function J = Minimized_Function(x)
A = sub_function_1 (x);
B = sub_function_2 (x);
C = sub_function_3 (x);
J = max(A,B,C)
where sub_function_1, sub_function_2, sub_function_3 are certain funtions.
Operation max(A,B,C) seems to make my objective function become discontinuous. As a consequence, I cant get the right result of optimization process despite that fact that the code works.
2 个评论
Bruno Luong
2018-10-5
Operation max(A,B,C) seems to make my objective function become discontinuous
Nope it makes your objective function not differentiable, whereas FMICON requires the derivative exists and continuous.
Nguyen Phuoc
2018-10-5
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2018-10-5
2018-10-5
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