define an objective function with user defined number of variables in fminunc()

3 vues (au cours des 30 derniers jours)
Suppose I want to define the following function in matlab which returns the output of fminunc(). The problem here is the number of variables depends on the user input. How do I define the objective function fun() such that it automatically adapts to the number of variables.
function xmin = problem(n)
if n == 1
fun = @(x) x^2+2*x+3;
xmin = fminunc(fun,1);
end
if n == 2
fun = @(x) x(1)^2+x(2)^2+2*(x(1)+x(2))+3;
xmin = fminunc(fun,[1 0]);
end
if n == 3
fun = @(x) x(1)^2+x(2)^2+x(3)^2+2*(x(1)+x(2)+x(3))+3;
xmin = fminunc(fun,[1 0 0]);
end
% n is the number of variables for fun.
% the list goes on. n==4, n==5,...
end

Réponse acceptée

Matt J
Matt J le 17 Jan 2025
Modifié(e) : Matt J le 17 Jan 2025
The only way fminunc knows the number of variables is by looking at numel(x0) where x0 is the initial guess:
xmin = fminunc(fun,x0)
It doesn't look at fun in any way to determine that. So, your current code should be fine.
You could make your initial guess a function of n in some way. Looking at the pattern you have now, you could modify to the following, but it seems to me that the benefit is marginal.
function xmin = problem(n)
x0=[1,zeros(1,n-1)];
switch n
case n=1
fun = @(x) x^2+2*x+3;
case n=2
fun = @(x) x(1)^2+x(2)^2+2*(x(1)+x(2))+3;
case n=3
fun = @(x) x(1)^2+x(2)^2+x(3)^2+2*(x(1)+x(2)+x(3))+3;
end
xmin = fminunc(fun,x0);
end
  3 commentaires
Matt J
Matt J le 17 Jan 2025
Modifié(e) : Matt J le 17 Jan 2025
function xmin = problem(n)
x0=[1,zeros(1,n-1)];
fun=@(x) sum(polyval([1,2,0],x)) + 3; %3 is not really necessary - constant shift does not affect xmin
xmin = fminunc(fun,x0);
end
Shikun Nie
Shikun Nie le 17 Jan 2025
thanks for your answer. I think it solves my problem. I come out with this code to mimic the problem in my project. It is not the original code.

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Plus de réponses (2)

Catalytic
Catalytic le 17 Jan 2025
In the narrow case where your fun is always going to be an anonymous function of x, you could do this -
xmin=problem( @(x) x(1)^2+x(2)^2+x(3)^2+2*(x(1)+x(2)+x(3))+3 )
x0 = 1×3
1 0 0
<mw-icon class=""></mw-icon>
<mw-icon class=""></mw-icon>
xmin = 1×3
-1.0000 -1.0000 -1.0000
<mw-icon class=""></mw-icon>
<mw-icon class=""></mw-icon>
function xmin = problem(fun)
n=numel( unique(extract(func2str(fun) , "x(" + digitsPattern+")")) );
x0=[1,zeros(1,n-1)]
xmin = fminunc(fun,x0 ,optimoptions('fminunc','Display','off') );
end

Stephen23
Stephen23 le 17 Jan 2025
Modifié(e) : Stephen23 le 17 Jan 2025
"How do I define the objective function fun() such that it automatically adapts to the number of variables."
fun = @(x) sum(x.^2)+2*sum(x)+3;

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