Return values from simulannealbnd other than fval and x
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I am optimizing an objective function which depend on profit and risk as shown below. I am using simulannealbnd function to optimize decision variable x. I want to plot profit vs risk. I am unable return the values of profit and risk for best value of decision variable x as I simulannealbnd only returns objective and x variables. I shall appreciate any help in this issue.
objective = w1* profit(x) + w2* risk(x);
4 comentarios
John D'Errico
el 27 de Jun. de 2017
But what stops you from then calling the functions profit(x) and risk(x)? You have x. And you apparently have those functions.
Saifullah Khalid
el 27 de Jun. de 2017
Walter Roberson
el 27 de Jun. de 2017
Why not record the w result of the fmincon?
Saifullah Khalid
el 27 de Jun. de 2017
Respuestas (1)
Walter Roberson
el 27 de Jun. de 2017
0 votos
You can use the same techniques described at https://www.mathworks.com/matlabcentral/answers/92701-how-do-i-pass-out-extra-parameters-using-ode23-or-ode45-from-the-matlab-ode-suite
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