CODEWITHSUNDEEP
matlabfunctionoptimizationminimizationfunction-handle
user2340818
user2340818

Reputation: 101

I am having trouble creating function handles. I want to embed a maximizing function within a minimizing function

The following code won't work, but this is the idea I'm trying to get at. 

        c = @(x)constraints;
        %this is where I would initialize sum as 0 but not sure how...
        for i = 1:length(c)
            sum = @(x)(sum(x) + (min(c(x)(i),0))^2);
        end
        penFunc = @(x)(funcHandle(x) + sig*sum(x));

where constraints and funcHandle are functions of x. This entire code would iterate for a sequence of sig's.

Obviously c(x)(i) isn't functional. I'm trying to write the function where the minimum of c(x) at i (c(x) is a vector) or 0 is taken and then squared.

I know I could calculate c(x) and then analyze it at each i, but I eventually want to pass penFunc as a handle to another function which calculates the minimum of penFunc, so I need to keep it as a function.

Upvotes: 1

Views: 63

Answers (1)

Tony
Tony

Reputation: 949

I confess I don't understand entirely what you're trying to achieve, but it appears you're trying to create a function handle of an anonymous function with a changing value sum that you precompute. MATLAB anonymous functions do allow you to do this.

It appears there might be some confusion with anonymous functions here. To start with, the line:

c = @(x)constraints;

is probably supposed to be something else, unless you really want c to be a function handle. The @ at the start of the line declares a new anonymous function, when I think you just want to call the existing function constraints. It appears you really want c to be an array of constraints coming from the constraints function, in which case I think you mean to say 

c = constraints(x);

Then we get to the sum, which I can't tell if you want as a vector or as a single sum. To start with, let's not name it 'sum', since that's the name of a built-in MATLAB function. Let's call it 'sumval'. If it's just a single value, then it's easy (it's easy both ways, but let's do this.) Start before the for loop with sumval=0; to initialize it, then the loop would be:

sumval = 0;    
for i = 1:length(c)
    sumval = sumval + (min(c(i),0))^2);
end

All four lines could be vectorized if you like to:

c(c>0) = 0; %Replace all positive values with 0
sumval = sum(c.^2);  % Use .^ to do a element by element square.

The last line is obviously where you make your actual function handle, and I'm still not quite sure what is desired here. If sig is a function, then perhaps you really meant to have:

penFunc = @(x)(funcHandle(x) + sig*sumval);

But I'm not sure. If you wanted sum to be a vector, then how we specified it here wouldn't work.

Notice that it is indeed fine to have penFunc be an anonymous function with a variable within it (namely sumval), but it will continue to use the value of sumval that existed at the time of the function handle declaration.

So really the issues are A) the creation of c, which I don't think you meant to be a function handle, and B) the initialization of sum, which should probably be sumval (to not interact with MATLAB's own function), and which probably shouldn't declare a new function handle.

Upvotes: 2

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