Objective function for fmincon from surrogate model

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?

 採用された回答

Matt J
Matt J 2023 年 1 月 26 日
編集済み: Matt J 2023 年 1 月 26 日

0 投票

Can't you just do,
fun=@(X) norm(mdl.predict(X)-y).^2

1 件のコメント

Douglas Eddy
Douglas Eddy 2023 年 1 月 27 日
Yes! This is exactly what I was looking for. I just was not able to find it in the search. Thanks!

サインインしてコメントする。

その他の回答 (0 件)

カテゴリ

ヘルプ センター および File ExchangeQuadratic Programming and Cone Programming についてさらに検索

製品

リリース

R2022a

質問済み:

2023 年 1 月 26 日

コメント済み:

2023 年 1 月 27 日

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by