Return values from simulannealbnd other than fval and x

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Saifullah Khalid
Saifullah Khalid le 27 Juin 2017
Commenté : Saifullah Khalid le 27 Juin 2017
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);
  4 commentaires
Walter Roberson
Walter Roberson le 27 Juin 2017
Why not record the w result of the fmincon?
Saifullah Khalid
Saifullah Khalid le 27 Juin 2017
Thanks, I was able to address issue by saving intermediate parameters

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Walter Roberson
Walter Roberson le 27 Juin 2017

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