Is fminimax(@myFun1, x0) equivalent to fminunc(@myFun2, x0), where myFun1 and myFun2 are defined as follows:
function myFun1(x)
return [f1(x) f2(x) f3(x)];
end
function myFun2(x)
return max([f1(x) f2(x) f3(x)]);
end
and f1, f2, f3 are some arbitrary functions. If so, what's the use of fminimax? Does it perform better?

1 comentario

Matt J
Matt J el 15 de Oct. de 2014
Editada: Matt J el 15 de Oct. de 2014
I think you really meant to define myFun1 and myFun2 as follows,
function out=myFun1(x)
out = [f1(x) f2(x) f3(x)];
end
function out=myFun2(x)
out=max([f1(x) f2(x) f3(x)]);
end

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 Respuesta aceptada

Alan Weiss
Alan Weiss el 15 de Oct. de 2014

3 votos

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Alan Weiss
MATLAB mathematical toolbox documentation

1 comentario

Matt J
Matt J el 15 de Oct. de 2014
Editada: Matt J el 15 de Oct. de 2014
and f1, f2, f3 are some arbitrary functions.
Related to what Alan's link mentions, the functions f1, f2,f3 cannot be arbitrary. FMINIMAX assumes that they are differentiable as well.

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