fminunc for upper and lower bound variable definition ?

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HN 2020-11-4

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编辑： HN 2020-11-5

采纳的回答： Ameer Hamza

Isn't it possible to give upper and lower bound for the variables in the objective function while using fminunc ?

Thank you.

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Ameer Hamza 2020-11-4

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No, fminunc() is for unconstrained optimization. If you want to do constrained optimization, then use fmincon().

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Walter Roberson 2020-11-4

right, fminunc is UNConstrained

HN 2020-11-4

Is fmincon() quasi-newton as well ?

Thank

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Bruno Luong 2020-11-4

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编辑：Bruno Luong 2020-11-4

在 MATLAB Online 中打开

You could transform variables, x will be opened bounded by lo/hi

xfun = @(y) lo + (hi-lo).*sin(y).^2
...
y = fminunc(obj(xfun(y)), ...)
x = xfun(y)

Honestly I don't like those kind of transformation.

Use the right tool: fmincon as others have suggested.

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Walter Roberson 2020-11-5

在 MATLAB Online 中打开

fun = @(x)[x1L;x2L;x3L]+([x1U;x2U;x3U]-[x1L;x2L;x3L]).*PRSopt_QN1(x(1,:),x(2,:),x(3,:))

Unless two of x1L, x2L, x3L are empty and the third is a scalar, then you can be sure that function is going to return something that is not a scalar. You do not take the mean() there.

HN 2020-11-5

编辑：HN 2020-11-5

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Thank you Walter Roberson,

I correct it like this. But it only gives some of the output arguments . Moreover, How can I define the option without defined Hessian ? Thanks

A = [];
b = [];
Aeq = [];
beq = [];
%%
LB = [deg2rad(120),deg2rad(-150)];
UB= [deg2rad(150),deg2rad(-120)]
x=[1;deg2rad(130);deg2rad(-130)];
fun = @(x)PRSopt_QN(x(1),x(2))
% [V,fval] = fmincon(fun,x)
[V,fval,exitflag,output,lambda,grad,hessian]  = fmincon(fun,x,A,b,Aeq,beq,LB,UB)
AverageF=PRSopt_QN(x(1,:),x(2,:));