Multi-Variable Constrained Optimization of Undefined Objective Function
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Hi,
I want to minimize an output that it's objective function is not available. This optimization is constrained.
Which built in function is recommended? Also if there is a code that can handle this problem, I would appreciate sharing the code with me.
Best Regards, Ali.
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Jeff Miller
on 14 Jul 2018
You must provide an objective function in order to use MATLAB's minimization routines. If the objective function can only be computed by another app, then your MATLAB objective function will have to call this other app and return its result. This is likely to be slow, but it seems like the only option unless you want to recode that app's objective function within MATLAB.
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