How to find maximum of a multivariable function using max()

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enter
enter el 29 de Mzo. de 2020
Comentada: Ameer Hamza el 30 de Mzo. de 2020
How to find maximum of a multivariable function using max(). Let's denote z = (y+cos(y))/(x^2) for x,y belonging to [1,15].

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Ameer Hamza
Ameer Hamza el 29 de Mzo. de 2020
Editada: Ameer Hamza el 30 de Mzo. de 2020
You can use fmincon function to find maximum value
z = @(x,y) (y+cos(y))./(x.^2);
sol = fmincon(@(x) -z(x(1),x(2)), 10*rand(2,1), [], [], [], [], [1;1], [15;15]);
x_sol = sol(1);
y_sol = sol(2);
  4 comentarios
enter
enter el 30 de Mzo. de 2020
If I use fmincon a few times it tends to give bad results
Ameer Hamza
Ameer Hamza el 30 de Mzo. de 2020
Michal, this is the limitation of the numerical optimization algorithm. They are sensitive to the initial guess. I found that for your objective function, 'interior-point' algorithm gives consistent results.
z = @(x,y) (y+cos(y))./(x.^2);
opts = optimoptions('fmincon', 'Algorithm', 'interior-point');
sol = fmincon(@(x) -z(x(1),x(2)), rand(1,2), [], [], [], [], [1;1], [15;15], [], opts);
x_sol = sol(1);
y_sol = sol(2);

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