Optimizing a function with multiple outputs in Matlab

Question

Say I have a function

[f,g,h] = function (x)

In the file function.m in Matlab. How can I find the value x, e.g. using fminunc, which maximizes g? The fminunc documentation only handles the case when the objective function returns a single value.

What exactly do you want to find, the minimum of function? — SIMEL
– SIMEL, Commented May 12, 2013 at 9:57
If you don't use variables f and h. You can create a mimic function which call your function inside which passes the argument x to it and returns g only. — freude
– freude, Commented May 12, 2013 at 10:22

Eitan T · Accepted Answer · 2013-05-12 10:27:16Z

8

You must provide fminunc with a function that returns a scalar, so in your case you'll just have to declare a helper function that returns g:

g = function helper_func(x)
    [f, g, h] = func(x);

and feed the helper function into fminunc:

x = fminunc(@helper_func, x0);

answered May 12, 2013 at 10:27

Eitan T

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endolith Over a year ago

Are there any guidelines on how to combine multiple goals into a single scalar? How to weight conflicting goals, etc.

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