CODEWITHSUNDEEP
matlabmathematical-optimizationblack-box
Abhinav
Abhinav

Reputation: 1972

Using fmincon() in blackbox optimization

I have a blackbox optimization problem, meaning, I have a shared-object file that I can call from within a Matlab function supplying it with input variable x and I can get the objective value obj as well as constraint-violations cv. The following can be noted :

  1. x is a vector of known length with known bounds
  2. obj is a scalar value
  3. cv is a vector of known length

There is no information available on type of constraints. Can use fmincon to solve this optimization problem.

P.S : I already have a good starting point.

Upvotes: 0

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