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Matlab code to find optimal values for x and y

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Frey Okee
Frey Okee on 1 Apr 2015
Edited: Walter Roberson on 25 Jun 2021
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

Answers (1)

Walter Roberson
Walter Roberson on 25 Jun 2021
Edited: Walter Roberson on 25 Jun 2021
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()
  • 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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