Fmincon and fminimax as optimisers

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How well does fmincon work was as an optimiser for a bounded function with no inequality constraints compared to the fminimax. And why would one be better than the other.

Accepted Answer

Walter Roberson
Walter Roberson on 29 Apr 2020
fminimax() is for objective functions that return non-scalars and you want to minimize the maximum of the non-scalar values returned.
fmincon() can only handle functions that return scalar values.
You might think of using @(x) max(YourNonScalarFunction(x)) with fmincon, but max() is not a continuous function, and fmincon() is only designed for continuous functions.
For the case of a function that returns a scalar and has the needed continuity, fmincon() would be expected to be more efficient.
  1 Comment
serge ayao
serge ayao on 30 Apr 2020
Thank you, this explanation has helped me out a lot

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