values of equation in last iteration in fmincon

Question

Takis Tsoukalas 2019-4-14

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编辑： Matt J 2019-4-15

I optimize a problem maximizing EU1 with the fmincon solver..the code below is the objective function i insert in fmincon instruction ...

can i somehow get the value of xw1 equation in last itteration??

function EU1 = eq_obj1(LW_ini,LG_obs,LVmat,LLand,rc,X) 
EU1=0;
xw1=0;
for i=1:1:length(rc)
    if (LLand(rc(i)))
        xw1=xw1+LG_obs(rc(i))*X(i);
    end
end
xw1=LW_ini+xw1;
% xw1
% class(xw1)
for i=1:1:length(rc)
    for j=1:1:length(rc)
       EU1=EU1+LVmat(i,j)*X(i)*X(j); 
    end    
end
EU1=xw1-0.5*EU1/xw1;
%EU1=-EU1;
xw1;

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Answer 1

A. Sawas 2019-4-14

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After the fmincon is run and you got the solution vector, make a call to the objective function using the solution vector but in this time add/enable the code in the objective function to display the values you want.

For example assuming you called fmincon like this:

eq_obj = @(x)eq_obj1(LW_ini,LG_obs,LVmat,LLand,rc,x);
[x] = fmincon(eq_obj,x0,A,b);

Edit the objective function to display the value of xw1; then call the objective function:

eq_obj(x);

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Catalytic 2019-4-14

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Instead of displaying xw1, provide the option of returning it

function [EU1,xw1] = eq_obj1(LW_ini,LG_obs,LVmat,LLand,rc,X)

A. Sawas 2019-4-15

编辑：A. Sawas 2019-4-15

Catalytic : I agree that will be a better workaround.

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Answer 2

Matt J 2019-4-14

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编辑：Matt J 2019-4-14

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The computation of xw1 is a trivial one-liner. Just compute it separately from the optimal X given to you by fmincon,

xw1=sum( LG_obs(rc).*LLand(rc).*Xoptimal) + LW_ini

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A. Sawas 2019-4-15

The only drawback I guess of computing the value of xw1 outside the objective fuction will be the need to edit two locations if the equation has changed.

Matt J 2019-4-15

编辑：Matt J 2019-4-15

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Then create a dedicated function to compute xw1 and call that function in the objective as well as everywhere else xw1 is needed,

function xw1=getxw1(LW_ini,LG_obs,LVmat,LLand,rc,X);
   xw1=sum( LG_obs(rc).*LLand(rc).*X) + LW_ini;
end
function EU1 = eq_obj1(LW_ini,LG_obs,LVmat,LLand,rc,X) 
  xw1=getxw1(LW_ini,LG_obs,LVmat,LLand,rc,X);
  
  EU1=xw1-0.5*(X(:).'*LVmat*X(:))/xw1;
  
end