How to find maximum of a multivariable function using max()
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How to find maximum of a multivariable function using max(). Let's denote z = (y+cos(y))/(x^2) for x,y belonging to [1,15].
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Ameer Hamza
2020-3-29
编辑：Ameer Hamza
2020-3-30
You can use fmincon function to find maximum value
z = @(x,y) (y+cos(y))./(x.^2);
sol = fmincon(@(x) -z(x(1),x(2)), 10*rand(2,1), [], [], [], [], [1;1], [15;15]);
x_sol = sol(1);
y_sol = sol(2);
4 个评论
madhan ravi
2020-3-29
I think you mean't
y_sol = sol(2)
Ameer Hamza
2020-3-30
madhan, Thanks for pointing out.
enter
2020-3-30
Ameer Hamza
2020-3-30
Michal, this is the limitation of the numerical optimization algorithm. They are sensitive to the initial guess. I found that for your objective function, 'interior-point' algorithm gives consistent results.
z = @(x,y) (y+cos(y))./(x.^2);
opts = optimoptions('fmincon', 'Algorithm', 'interior-point');
sol = fmincon(@(x) -z(x(1),x(2)), rand(1,2), [], [], [], [], [1;1], [15;15], [], opts);
x_sol = sol(1);
y_sol = sol(2);
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