fmincon using only gradient vector, without scalar function
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I would like to use MATLAB function fmincon using the gradient vector alone (without scalar function f). But I have trouble with it. For instance, I have tried the following, but it doesn't work. Any help please? Thanks in advance!
x0 = [-1,2];
A = [];
b = [];
Aeq = [];
beq = [];
lb = [-2,-2];
ub = [2,2];
x = fmincon(@myfun,x0,A,b,Aeq,beq,lb,ub)
function [grad] = myfun(x)
grad = [-400*(x(2)-x(1)^2)*x(1)-2*(1-x(1));
200*(x(2)-x(1)^2)];
end
1 commentaire
Ameer Hamza
le 27 Sep 2020
The concept of optimization problem does not make sense without an objective function. What does the gradient even mean in that case? Can you tell me what you are trying to do here?
Réponse acceptée
Walter Roberson
le 27 Sep 2020
That is not supported by fmincon. You must return a scalar value as the first output.
If you have set the appropriate option in the option structure, you can also return the gradient as the second output.
3 commentaires
Walter Roberson
le 1 Oct 2020
fmincon does not support that. As far as I recall, none of the Mathworks minimizers support that.
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