Maximizing an Objective
All solvers attempt to minimize an objective function. If you have a maximization problem, that is, a problem of the form
then define and minimize .
For example, to find the maximum of near , evaluate
[x,fval] = fminunc(@(x)-tan(cos(x)),5)
Local minimum found. Optimization completed because the size of the gradient is less than the value of the optimality tolerance.
x = 6.2832
fval = -1.5574
The maximum is
1.5574 (the negative of the reported
fval), and occurs at
x = 6.2832. This answer is correct because, to five digits, the maximum is , which occurs at .