Objective function for fmincon from surrogate model

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Trying to automatically generate the fun objective function for fmincon from a second order quadratic model generated by fitlm. There is no easy way from the outputs of a fitlm model. It should be easy because there is quadratic function created at mdl.Formula.LinearPredictor. ModelCenter is able to able to optimize any function generated as a surrogate model by RSM, which is what fitlm does. Does anybody have some function code that can generate the fun function automatically for fmincon from a quadratic model?

Accepted Answer

Matt J
Matt J on 26 Jan 2023
Edited: Matt J on 26 Jan 2023
Can't you just do,
fun=@(X) norm(mdl.predict(X)-y).^2
  1 Comment
Douglas Eddy
Douglas Eddy on 27 Jan 2023
Yes! This is exactly what I was looking for. I just was not able to find it in the search. Thanks!

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