fmincon solver for an optimization problem
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Hello, I want to use fmincon solver for an optimization problem which its objective includes two matrix inputs. I want to know that does fmincom solver support multiple matrix inputs to be optimized?
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Torsten
2019-8-9
The objective of fmincon must return a single quantity, thus a scalar. If you want to optimize several quantities simultaneously, your objective must aggregate these quantities to a single number (e.g. by giving weights to the different quantities and summing them up).
Is it this what you meant with your question ?
shahriar gh
2019-8-9
Walter Roberson
2019-8-9
The objective of fmincon supports only a single array as input to be optimized on. However you can put all of the arrays together into one vector and then extract and reshape the parts. "Problem based optimization" will do that for you.
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