Multi-Variable Constrained Optimization of Undefined Objective Function

Hi,

I want to minimize an output that it's objective function is not available. This optimization is constrained.

Which built in function is recommended? Also if there is a code that can handle this problem, I would appreciate sharing the code with me.

Best Regards, Ali.

[Torsten]

More details are needed in order to give advice.

[Ali Soleimani]

Hey Torsten,

What kind of details are needed?

[Torsten]

E.g. what you mean by "minimize an output".

[Ali Soleimani]

The output of the objective function is the weight of a system that should be minimized. The point is that this function is not available and the weight is calculated based on some inputs (like dimensions) in another app. So the algorithm should go on some iterations. In every iteration the inputs must be generated to calculate the weight.

Answer 1

[Jeff Miller]

You must provide an objective function in order to use MATLAB's minimization routines. If the objective function can only be computed by another app, then your MATLAB objective function will have to call this other app and return its result. This is likely to be slow, but it seems like the only option unless you want to recode that app's objective function within MATLAB.