Return values from simulannealbnd other than fval and x
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I am optimizing an objective function which depend on profit and risk as shown below. I am using simulannealbnd function to optimize decision variable x. I want to plot profit vs risk. I am unable return the values of profit and risk for best value of decision variable x as I simulannealbnd only returns objective and x variables. I shall appreciate any help in this issue.
objective = w1* profit(x) + w2* risk(x);
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Walter Roberson
le 27 Juin 2017
You can use the same techniques described at https://www.mathworks.com/matlabcentral/answers/92701-how-do-i-pass-out-extra-parameters-using-ode23-or-ode45-from-the-matlab-ode-suite
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