How to continue without solution min max constraint problem.

Hello,

Solving a min max constraint problem in matlab,is a part/function of my whole code. This function finds the optimal linear combination of the distributions, x and y such that it approximates z very good. The problem is that the code is terminated if the optimization problem cannot be solved. In that case I would like to use choose my own values for the optimal parameters.

So I wrote this part in the code:

 %If the optimal solution is not found then:
    if sum(OptArgum(1:2))<1
        OptArgum(1)=0.5;
        OptArgum(2)=0.5;
    end

But It does not work. So now I am left with two questions:

1) Can you give me some suggestion for better code?

2) How can I add arguments to the code such as 'MaxFunEvals', 1000, 'Maxiter', 1000, such that the code is not terminated easily?

Thank you in advance

This is the code of my function:

 function[OptArgum,v]=ModelParametersMinMax (x, y, z)
    %This function finds the optimal linear combination of the distributions, x and y such that it approximates z very good.     z=a*x+(1-a)*y
    %input
    % x    =The pdf vector of process x
    % y    =The pdf vector of process y
    % z    =The pdf vector of all processes together

    %output
    %OptArgum=A vector that consist of three entrees all coefficients for x,y and z
    %v       =A linear combination of the  x and y such that v can be approximated by: a*x+(1-a)*y

    %Construction of the constraint matrix
    Aleq=[];
    bleq=[];
    Aeq=[1 1 0];
    beq=1;

    %bound of the variables
    lb=[0 0 0];
    ub=[];
    

    x0=0.1*rand(3,1);%initial guess

    Cs=[x  y -z];%coefficients of the objective function
    
    % Solving the minmax constraint problem
    [OptArgum, ~] = fminimax(@(x) Cs*x,x0,Aleq,bleq(:),Aeq,beq,lb,ub);

    %If the optimal solution is not found then:
    if sum(OptArgum(1:2))<1
        OptArgum(1)=0.5;
        OptArgum(2)=0.5;
    end

    v=OptArgum(1)*xPred  + OptArgum(2)*xEstimatedRate;%approximation for z
end

[Matt J]

Please elaborate on "does not work". What's wrong with it?

Answer 1

[Matt J]

    options=optimoptions(@fminimax,__________);

    % Solving the minmax constraint problem
    [OptArgum, ~,~,exitflag] = fminimax(@(x) Cs*x,x0,Aleq,bleq(:),Aeq,beq,lb,ub,[],options);
    
    %If the optimal solution is not found then:
    if exitflag<=0
        OptArgum(1)=0.5;
        OptArgum(2)=0.5;
    end

[Clarisha Nijman]

Thanks Matt,

This is exactly what I need, if an optimal solution is not found the whole code stops running, but now I know how to prevent that. However, I have to study the exitflag options better.

kind regards