How to pass variable constrains while minimizing function with multiple variables and return the variables?

Question

Assume I have a function with 5 variables, and each one have a range constrains. I want to find the minimum of a function, as well as the values of those 5 variables which are needed to obtain that minimum value in that function. I am using the fminsearch.

func = @(x, y, z, k, m) (--some-function-which-depends-to-those-5-variable);

Assume I have above function that I want to minimize.

range_x = [12, 24];
range_y = [13.3, 30.2];
range_z = [1.4, 4.7];
range_k = [1.2, 1.4];
range_m = [4.12, 12.2];

and the above ranges.

??? = fminsearch(@(x) func(x(1), x(2), x(3), x(4), x(5)), ???)

I am currently using fminsearch function. However, I stucked the point that how can I use ranges and how can I extract the min value / and all those 5 variables which gives this result.

Thanks in advance.

Ander Biguri · Accepted Answer · 2022-05-11 09:04:40Z

0

fminsearch as per the documentation, is for unconstrained minimization, i.e. you don't put limits on the variables.

fmincon instead, is for constrained minimization.

answered May 11, 2022 at 9:04

Ander Biguri

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2 Comments

Jeremy Over a year ago

Hello Ander, I do not have constrains on variables depending on each other, and I am having trouble to understand how can I give A and b parameters in my case. Can you explain a bit? Thanks a lot.

Ander Biguri Over a year ago

The parameters of interests to you are ub and lb. I believe you can just make A and b zero, that makes the constraint true for any x.

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