Matlab code to find optimal values for x and y

1 vue (au cours des 30 derniers jours)
Frey Okee
Frey Okee le 1 Avr 2015
Can someone help me with Matlab code to find numerical solutions for optimal values of x and y which satisfy the following optimization problem?
where and and

Réponses (1)

Walter Roberson
Walter Roberson le 25 Juin 2021
Modifié(e) : Walter Roberson le 25 Juin 2021
min() cannot be differentiated, and most of the minimizers require (implicit) differentiation. So you need to take one of the following approaches:
  • use ga() from the Global Optimization Toolbox
  • use surrogate optimization
  • use patternsearch()
  • use fminmax() https://www.mathworks.com/help/optim/ug/fminimax.html
  • break the problem into pieces that do not individually use min(), use a normal optimizer such as fmincon() on the pieces, and then merge the pieces together

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