MATLAB: What functions are valid for optimization expressions

MATLABoptimizationoptimproblemoptimvar

I get an error where an optimization expression can't evaluate a logical NOT (~). I also tried using functions such as "all()" and "unique()" which also caused errors. Looking at the reference here:

https://www.mathworks.com/help/optim/ug/optim.problemdef.optimizationexpression.html

It appears that optimization expressions can only use very basic arithmatic functions like "sum()" or transposing matrices. What types of functions can be used in optimization expressions outside of these?

Best Answer

I'm sorry that you couldn't find this information in the documentation. Supported Operations o Optimization Variables and Expressions

This link, of course, is to the latest software version. Check out the version for your software version if it is not current.

Alan Weiss

MATLAB mathematical toolbox documentation

Related Solutions

MATLAB: Can one run fminsearch for a function defined by cases

Because you are optimizing over a known bounded interval fminbnd is more appropriate:

x_optimal = fminbnd(@fun,0,2)
function out=fun(x)
 
 if x<=1 out=x; else out=sqrt(x); end
 
 out=-out; %because we're maximizing
 
end

MATLAB: Fmincon performance varies when reformulating interval constraint

fmincon is a gradient-based solver, and as such does not work well with discontinuous functions. Locally, it attempts to minimize the objective function, while keeping the constraint function negative. If the constraint function jumps, well, fmincon gets confused and hunts around.

I would implement your constraint function as an appropriately shifted and scaled sinusoid, negative for the feasible points, positive for infeasible points. However, even such a smooth formulation will not necessarily give a good solution unless you give a starting point in the correct feasible interval. fmincon is a local solver, and does not look in other locations when it fails to converge to a solution starting from one point. For that, you might want to use MultiStart.

Good luck,