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How do I use GlobalSearch to solve the minimal problem of a customized function with two outputs
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I code a customized function U ,it has a input d which is a 5-dimensional vector, a output 'flag' ,and a output 'P' witch is the parameter I want to find it's minimal value:
function [P flag]=U(d)
...
end
The question is how can I to use GlobalSearch to find the minimal value of P.
Thanks for helping me....
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Accepted Answer
infinity
on 19 Jun 2019
Hello
I will give an example of find minimum value of objective function
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/225496/image.png)
First, we can create the objective function, named by U(x), for example
function res = U(x)
res = sqrt(x(1)^2 + x(2)^2 + x(3)^2 + ...
x(3)^2 + x(4)^2 + x(5)^2);
Then, we can use the globalsearch as follows
problem = createOptimProblem('fmincon','objective', ...
@(x) U(x), 'x0', [1 1 1 1 1], 'lb', [-3 -3 -3 -3 -3], ...
'ub', [3 3 3 3 3]);
gs = GlobalSearch;
[x, f] = run(gs, problem)
where x0 = [1, 1, ..., 1] is the initial guess, lb is the lower bound of the varibale, ub is the upper bound of the variable and x is the optimal solution, f is the minimum value of the objective function corresponding to x.
Best regards,
Trung
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