Matlab code to find optimal values for x and y

조회 수: 1 (최근 30일)
Frey Okee
Frey Okee 2015년 4월 1일
편집: Walter Roberson 2021년 6월 25일
Can someone help me with Matlab code to find numerical solutions for optimal values of x and y which satisfy the following optimization problem?
where and and

답변 (1개)

Walter Roberson
Walter Roberson 2021년 6월 25일
편집: Walter Roberson 2021년 6월 25일
min() cannot be differentiated, and most of the minimizers require (implicit) differentiation. So you need to take one of the following approaches:
  • use ga() from the Global Optimization Toolbox
  • use surrogate optimization
  • use patternsearch()
  • use fminmax() https://www.mathworks.com/help/optim/ug/fminimax.html
  • break the problem into pieces that do not individually use min(), use a normal optimizer such as fmincon() on the pieces, and then merge the pieces together

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