Using the function fmincon

Hi,

I want to optimise a function that I called FUNCTION where

function [Err]=FUNCTION(coef)
     
        data1=...
        data2=...
     
        [x1]=Function1(coef, data1, data2); %Function1 is an additional function
        
        % % return the error 
         Err=1-x1;
        
end

I have this function FUNCTION and try to minimize Err using fmincon:

Aeq=[1 1 1 1 1 1 1 1 1 1;1 -1 1 -1 1 -1 1 -1 1 -1];

beq=[0;1];
 
[x] = fmincon (FUNCTION(coef),coef,[],[],Aeq,beq);
    

I don't know why is not working and gives me an error :

"Error using optimfcnchk (line 101)

FUN must be a function, a valid character vector

expression, or an inline function object.

Error in fmincon (line 409)

funfcn =optimfcnchk(FUN,'fmincon',length(varargin),funValCheck,flags.grad,flags.hess,false,Algorithm); "

I appreciate in advance any help you could provide me!

Answer 1

[Torsten]

[x] = fmincon (@FUNCTION,coef,[],[],Aeq,beq);

[Auryn_]

Thanks!

[Walter Roberson]

[x] = fmincon (@(coef)FUNCTION(coef),coef,[],[],Aeq,beq);

[Auryn_]

Hi again,

could I specify to stop fmincon if the Err is less than a certain value?

Answer 2

[Adam]

The first argument needs to be a function handle, not a call to the function, although your function is FUNCTION so I'm not sure what FUN is, but you certainly shouldn't be passing the argument to it.

@FUNCTION

would seem like what you should be passing in.

[Auryn_]

Thanks, corrected!

[Auryn_]

Hi again,

could I specify to stop fmincon if the Err is less than a certain value?

[Torsten]

Use an output function.

An example to stop fmincon if a certain condition holds is given under

https://de.mathworks.com/help/optim/ug/output-functions.html

[Auryn_]

Thanks!