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Fmincon and fminimax as optimisers

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serge ayao
serge ayao il 29 Apr 2020
Commentato: serge ayao il 30 Apr 2020
How well does fmincon work was as an optimiser for a bounded function with no inequality constraints compared to the fminimax. And why would one be better than the other.

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Walter Roberson
Walter Roberson il 29 Apr 2020
fminimax() is for objective functions that return non-scalars and you want to minimize the maximum of the non-scalar values returned.
fmincon() can only handle functions that return scalar values.
You might think of using @(x) max(YourNonScalarFunction(x)) with fmincon, but max() is not a continuous function, and fmincon() is only designed for continuous functions.
For the case of a function that returns a scalar and has the needed continuity, fmincon() would be expected to be more efficient.
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serge ayao
serge ayao il 30 Apr 2020
Thank you, this explanation has helped me out a lot

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