Optimizing a function with a vector as input

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Víctor García
Víctor García 2021-5-18
编辑： Matt J 2021-5-19
Hi everyone,
I have a function with an input of 6 values (6 periods of power) and only one output, the price. I would like to optimize the output value (minimize it) changing the input, but I have found no information about how to optimize with a vector as an imput instead of an scalar. I already tried with fminsearch or optimproblem, but none worked.
Thank you in advance!

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Matt J
Matt J 2021-5-18
Ran in:
There is no reason why an OptimizationVariable can't be vector-valued, e.g.,
P=optimvar('P',[6,1]);
size(P)
ans = 1×2
6 1
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Víctor García
Víctor García 2021-5-19
How can I write then the prob.Objective function? Let's say you want to minimize a function f output (which is a scalar), and the input is that: P=optimvar('P',[6,1]); Wouldn't it be:
prob = optimproblem('Objective',@function(P);
[x, fval] = solve(prob)
Thank you Matt!
Matt J
Matt J 2021-5-19
编辑：Matt J 2021-5-19
You have much more freedom in the way you write the objective function if you use the solver-based framework
https://www.mathworks.com/help/optim/ug/types-of-objective-functions.html

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