define an objective function with user defined number of variables in fminunc()
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Suppose I want to define the following function in matlab which returns the output of fminunc(). The problem here is the number of variables depends on the user input. How do I define the objective function fun() such that it automatically adapts to the number of variables.
function xmin = problem(n)
if n == 1
fun = @(x) x^2+2*x+3;
xmin = fminunc(fun,1);
end
if n == 2
fun = @(x) x(1)^2+x(2)^2+2*(x(1)+x(2))+3;
xmin = fminunc(fun,[1 0]);
end
if n == 3
fun = @(x) x(1)^2+x(2)^2+x(3)^2+2*(x(1)+x(2)+x(3))+3;
xmin = fminunc(fun,[1 0 0]);
end
% n is the number of variables for fun.
% the list goes on. n==4, n==5,...
end
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Accepted Answer
Matt J
on 17 Jan 2025
Edited: Matt J
on 17 Jan 2025
The only way fminunc knows the number of variables is by looking at numel(x0) where x0 is the initial guess:
xmin = fminunc(fun,x0)
It doesn't look at fun in any way to determine that. So, your current code should be fine.
You could make your initial guess a function of n in some way. Looking at the pattern you have now, you could modify to the following, but it seems to me that the benefit is marginal.
function xmin = problem(n)
x0=[1,zeros(1,n-1)];
switch n
case n=1
fun = @(x) x^2+2*x+3;
case n=2
fun = @(x) x(1)^2+x(2)^2+2*(x(1)+x(2))+3;
case n=3
fun = @(x) x(1)^2+x(2)^2+x(3)^2+2*(x(1)+x(2)+x(3))+3;
end
xmin = fminunc(fun,x0);
end
More Answers (2)
Catalytic
on 17 Jan 2025
In the narrow case where your fun is always going to be an anonymous function of x, you could do this -
xmin=problem( @(x) x(1)^2+x(2)^2+x(3)^2+2*(x(1)+x(2)+x(3))+3 )
function xmin = problem(fun)
n=numel( unique(extract(func2str(fun) , "x(" + digitsPattern+")")) );
x0=[1,zeros(1,n-1)]
xmin = fminunc(fun,x0 ,optimoptions('fminunc','Display','off') );
end
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