- 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
Matlab code to find optimal values for x and y
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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
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Answers (1)
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:
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