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

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enter
enter am 29 Mär. 2020
Kommentiert: Ameer Hamza am 30 Mär. 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 am 29 Mär. 2020
Bearbeitet: Ameer Hamza am 30 Mär. 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 Kommentare
enter
enter am 30 Mär. 2020
If I use fmincon a few times it tends to give bad results
Ameer Hamza
Ameer Hamza am 30 Mär. 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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