fmincon using only gradient vector, without scalar function

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HAT
HAT 2020-9-27
评论： Walter Roberson 2020-10-1
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
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
Walter Roberson 2020-9-27
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
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HAT
HAT 2020-9-28
Thanks. But my plan was to get the solution without the objective function (only using the gradient vector). For instance, if the gradient vector is lager in size, converting into the original function may be challenging (it may take more computational time).
Walter Roberson
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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