Using fmincon for optimization, when having too many variables

Question

Itachi 2012-8-10

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/45766-using-fmincon-for-optimization-when-having-too-many-variables

Hi guys, I wanted to use the "fmincon" in the optimization toolbox to minimize my objective function. The only problem is that I have many variables. should I manually type the objective function :f(X)=x(1)+x(2)+...+x(n) ? Is there no other way?

Thanks in advance.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Alan Weiss 2012-8-10

3
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/45766-using-fmincon-for-optimization-when-having-too-many-variables#answer_55959

在 MATLAB Online 中打开

You have to write a function that takes one input, typically a vector called x, and returns the objective function evaluated at x. If your objective function is the sum of the elements in the vector x, as you seem to have, then you could write, for example,

objective = @(x)sum(x);

For more details, consult the documentation.

Alan Weiss

MATLAB mathematical toolbox documentation

2 个评论
显示无隐藏无

Itachi 2012-8-11

Dear Alan,

Hi,this objective function was just an example, the variables may have different coefficients like 5*x(1)-6*x(2)+...-12*x(n) , please can you help me out here?

Thanks in advance.