fmincon using only gradient vector, without scalar function
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I would like to use MATLAB function fmincon using the gradient vector alone (without scalar function f). But I have trouble with it. For instance, I have tried the following, but it doesn't work. Any help please? Thanks in advance!
x0 = [-1,2];
A = [];
b = [];
Aeq = [];
beq = [];
lb = [-2,-2];
ub = [2,2];
x = fmincon(@myfun,x0,A,b,Aeq,beq,lb,ub)
function [grad] = myfun(x)
grad = [-400*(x(2)-x(1)^2)*x(1)-2*(1-x(1));
200*(x(2)-x(1)^2)];
end
1 个评论
Ameer Hamza
2020-9-27
The concept of optimization problem does not make sense without an objective function. What does the gradient even mean in that case? Can you tell me what you are trying to do here?
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Walter Roberson
2020-9-27
0 个投票
That is not supported by fmincon. You must return a scalar value as the first output.
If you have set the appropriate option in the option structure, you can also return the gradient as the second output.
3 个评论
Walter Roberson
2020-9-27
The functions with that gradient are
100*X^4 + X^2 - 2*X + 100*Y^2 - 200*X^2*Y + c
for all finite constants c.
The value of c will not change the location of the minima, so you might as well use 0.
HAT
2020-9-28
Walter Roberson
2020-10-1
fmincon does not support that. As far as I recall, none of the Mathworks minimizers support that.
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