fminunc for upper and lower bound variable definition ?

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HN
HN 2020-11-4
编辑： HN 2020-11-5
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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采纳的回答

Ameer Hamza
Ameer Hamza 2020-11-4
No, fminunc() is for unconstrained optimization. If you want to do constrained optimization, then use fmincon().

更多回答（1 个）

Bruno Luong
Bruno Luong 2020-11-4
编辑：Bruno Luong 2020-11-4
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
Walter Roberson 2020-11-5
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
HN 2020-11-5
编辑：HN 2020-11-5
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,:));

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