Optimize cost function to obtain optimal value of the optimization variable.
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The problem is to find a and b such that the cost function is minimized. The cost function is defined as,
The dynamical equations are:
I tried to use the ode45 to solve the the dynamical equations but was unable to solve using the ode45 as it has a and b also as variables, which are needed to optimize the cost function. Can someone help to solve the equations by ode45 and minimize the cost function at the same time? I am trying to use fminsearch but how to use it?
Walter Roberson on 3 Oct 2022
Create a function that accepts a and b and uses ode45() to run the system to tspan 10. Return the values of y1(end) and y2(end) for those particular a and b
Now write a caller to that function that accepts a vector of two values, a and b, runs the function mentioned above, calculates C and returns the value.
Now use fminunc() or fmincon() on that second function. The vector of coordinates that minimizes the function will be the a and b values you are looking for.