fmincon using only gradient vector, without scalar function

2 vues (au cours des 30 derniers jours)
HAT
HAT le 27 Sep 2020
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
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?

Connectez-vous pour commenter.

Réponse acceptée

Walter Roberson
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
HAT
HAT le 28 Sep 2020
Thanks. But my plan was to get the solution without the objective function (only using the gradient vector). For instance, if the gradient vector is lager in size, converting into the original function may be challenging (it may take more computational time).
Walter Roberson
Walter Roberson le 1 Oct 2020
fmincon does not support that. As far as I recall, none of the Mathworks minimizers support that.

Connectez-vous pour commenter.

Plus de réponses (0)

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by