Using fmincon for optimization, when having too many variables

Asked by MS AR on 10 Aug 2012
Latest activity Commented on by Alan Weiss on 14 Aug 2012

Hi guys, I wanted to use the "fmincon" in the optimization toolbox to minimize my objective function. The only problem is that I have many variables. should I manually type the objective function :f(X)=x(1)+x(2)+...+x(n) ? Is there no other way?

Thanks in advance.

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MS AR

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Answer by Alan Weiss on 10 Aug 2012
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You have to write a function that takes one input, typically a vector called x, and returns the objective function evaluated at x. If your objective function is the sum of the elements in the vector x, as you seem to have, then you could write, for example,

objective = @(x)sum(x);

For more details, consult the documentation.

Alan Weiss

MATLAB mathematical toolbox documentation

2 Comments

MS AR on 11 Aug 2012

Dear Alan,

Hi,this objective function was just an example, the variables may have different coefficients like 5*x(1)-6*x(2)+...-12*x(n) , please can you help me out here?

Thanks in advance.

Alan Weiss on 14 Aug 2012

Well, if it is really a linear function with a vector of coefficients, you could use

 @(x)dot(x,a)

where a is the vector of coefficients.

Alan Weiss

MATLAB mathematical toolbox documentation

Alan Weiss

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