Is it possible that optimization can be done without creating a seperate function file for the cost function and the constraint?..if yes then how can we do it….?
Best Answer
Each iteration of the objective function called by fmincon or ga or similar must involve the same number of variables, and must be deterministic (no random values.)
You can use different numbers of variables for different calls to the minimizer, including in a loop. That could involve creating a new anonymous function for each iteration of the loop.
An objective function which is just the sum of variables can be expressed as just @sum; for a weighted sum, @(x) sum(x.*weights) or more robustly @(x) sum(x(:).*weights(:)) to be sure you do not have row/column difficulties.
Best Answer