MATLAB: Problem regarding using fminunc

fminuncMATLAB

I'm trying to minimize the spectral norm and run into this problem. How do I solve it?

Best Answer

One obvious approach is to use an options structure:

opts = optimoptions('fminunc', 'MaxFunctionEvaluations',1E+6);
x0 = ...;
x = fminunc(fun,x0,opts)

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MATLAB: Using fminunc()

what do you want? what is the function you want to optimize for? fminunc searches for a minimum, but for instance x1+x2 is unbounded below (solution: x1=-inf, x2=-inf) and for sin(x3) has infinitely many minima...

anyway the format for fminunc (and fmincon) is the following:

myfunction=@(x)x(1)+x(2)+sin(x3);
x0=[1, 4, 10];
[x,y]=fminunc(myfunction,x0);

note that the my example does not have a solution...

MATLAB: ‘fminunc’ function

See the documentation on fminunc (link). It always has been part of the Optimization Toolbox.

Depending on the problem you are solving, you might be able to use the fminsearch (link) function. You may have to use it with the norm (link) function to get the same results

For example:

x = rand(5,1);
YourFunction = @(p) p(1).^2 + p(2).*x - 10;
P = fminsearch(@(p) norm(YourFunction(p)), [1; 1])

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Related Solutions

MATLAB: Using fminunc()

MATLAB: ‘fminunc’ function

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