Rational Objective Function, Problem-Based

The problem-based approach to optimization involves creating optimization variables and expressing the objective and constraints in terms of those variables.

A rational function is a quotient of polynomials. When the objective function is a rational function of optimization variables, you can create the objective function expression directly from the variables. (In contrast, when your objective function is not a rational function, you must create a MATLAB® function that represents the objective and then convert the function to an expression by using fcn2optimexpr.)

For example, write the objective function


in terms of two optimization variables x and y.

x = optimvar('x');
y = optimvar('y');
f = (x-y)^2/(4+(x+y)^4)*(x+y^2)/(1+y^2);

To find the minimum of this objective function, create an optimization problem with f as the objective, set an initial point, and call solve.

prob = optimproblem('Objective',f);
x0.x = -1;
x0.y = 1;
[sol,fval,exitflag,output] = solve(prob,x0)
Solving problem using fminunc.

Local minimum found.

Optimization completed because the size of the gradient is less than
the value of the optimality tolerance.
sol = struct with fields:
    x: -2.1423
    y: 0.7937

fval = -1.0945
exitflag = 

output = struct with fields:
       iterations: 9
        funcCount: 30
         stepsize: 1.7081e-06
     lssteplength: 1
    firstorderopt: 1.3411e-07
        algorithm: 'quasi-newton'
          message: '...'
           solver: 'fminunc'

The exit flag shows that the reported solution is a local minimum. The output structure shows that the solver took just 30 function evaluations to reach the minimum.

See Also

Related Topics