How do I minimise function with many outputs?

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I have an anonymous function which produces multiple outputs. How do I use fmincon to minimise with respect to the first output?

Accepted Answer

Walter Roberson
Walter Roberson on 2 Nov 2018
Where you currently have
fmincon(HandleToAnonymousFunction, ......)
use
fmincon(@(X) HandleToAnonymousFunction(X), .....)
This will have the effect of discarding all except the first output.
I am assuming here that when you say that it produces multiple outputs, that you mean that the current function does something like deal() to emit multiple output variables, or else is a simple handle to a function that has multiple potential outputs such as min: @min would be an example of an anonymous function that can return multiple outputs.
If what you mean is instead that your function returns a vector or array of values instead of a scalar, then the approach would be
First = @(V) V(1);
fmincon(@(X) First(HandleToAnonymousFunction(X)), .....)

More Answers (1)

Caglar
Caglar on 2 Nov 2018
Edited: Walter Roberson on 2 Nov 2018
  1 Comment
Walter Roberson
Walter Roberson on 2 Nov 2018
That material is still correct, but deals primarily with the case that the output to be returned is not the first output. The first output can be handled differently.

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