How do I minimise function with many outputs?
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I have an anonymous function which produces multiple outputs. How do I use fmincon to minimise with respect to the first output?
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Walter Roberson
2018-11-2
Where you currently have
fmincon(HandleToAnonymousFunction, ......)
use
fmincon(@(X) HandleToAnonymousFunction(X), .....)
This will have the effect of discarding all except the first output.
I am assuming here that when you say that it produces multiple outputs, that you mean that the current function does something like deal() to emit multiple output variables, or else is a simple handle to a function that has multiple potential outputs such as min: @min would be an example of an anonymous function that can return multiple outputs.
If what you mean is instead that your function returns a vector or array of values instead of a scalar, then the approach would be
First = @(V) V(1);
fmincon(@(X) First(HandleToAnonymousFunction(X)), .....)
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Caglar
2018-11-2
编辑:Walter Roberson
2018-11-2
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Walter Roberson
2018-11-2
That material is still correct, but deals primarily with the case that the output to be returned is not the first output. The first output can be handled differently.
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