MATLAB: How to use patternsearch to optimize two control vectors of a function; optimizing both variables instead of passing one of them

Question

Dear Alan, I have an optimization problem where my function has two control variables as the following

 function [NetPV,finalSupply] = OptimizedRate (Weights,NRates)

Weights and NRates are vectors as: Weights = [x1 x2 x3] and NRates = [y1 y2 y3]

I want to optimized Weights and NRates not just passing one of them. I have seen some examples like: https://uk.mathworks.com/help/optim/ug/passing-extra-parameters.html

and tried them. However this pass NRates variable instead of optimizing it. [x,fval,exitflag,output] = patternsearch(@(Weights)OptimizedRate(Weights,NRates),x0,[],[],Aeq,beq,LB,UB,options);

I'm looking for away to optimize Weights and NRates variables jointly.

Thanks for your help!

Answer 1

patternsearch(@(x)OptimizedRate(x(1),x(2)), [weight0 nRate0], ...

Index into one variable that is passed to the objective function.