Problem when using max operation in objective function of fmincon optimization

Hi. I have a problem when I use max operation in objective function of fmincon optimization. My code of objective function:
function J = Minimized_Function(x)
A = sub_function_1 (x);
B = sub_function_2 (x);
C = sub_function_3 (x);
J = max(A,B,C)
where sub_function_1, sub_function_2, sub_function_3 are certain funtions.
Operation max(A,B,C) seems to make my objective function become discontinuous. As a consequence, I cant get the right result of optimization process despite that fact that the code works.

2 Comments

Operation max(A,B,C) seems to make my objective function become discontinuous
Nope it makes your objective function not differentiable, whereas FMICON requires the derivative exists and continuous.
Thanks. Do you have any suggestions to deal with this?

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Asked:

on 5 Oct 2018

Commented:

on 5 Oct 2018

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