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How to take input from a function file in optimization toolbox objective?

Asked by Bhushan Patil on 8 Apr 2019
Latest activity Commented on by Torsten
on 16 Apr 2019
Hello All,
I have an objective function of type: Gexp - phi*inv(lambda)*phi'
Out of this objective function Gexp is constant and known while rest of the term is to be found out at every iteration. So how to link that term to a function file which will give output as phi and lamda? And how to define the variable in the same function file so that the algorithm will determine the new value of phi and lamda after every iteration by changed value of variable it found during every iteration?
Thank You.


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1 Answer

Answer by Torsten
on 8 Apr 2019
 Accepted Answer

x = fmincon(@objective,x0,A,b)
function f = objective(x)
% Calculate phi and lambda from x
f = -phi*inv(lambda)*phi';


Step size ? Step size of what ?
Value by which variable has changed in an iteration.
I have 15 variables so by how much each of the values is changing, I have to include those values in my code.

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