Gradient of a self defined function.

Hi there, I created a function similar to this one:

function [scalar] = myfunc(vector)
          % stuff happening here
end

So it takes a vector and returns a scalar. I am interested in this: if i start with any given vector, how should I adjust it so that the scalar of the function maximizes. So I want the gradient of my function basically. How do I get it?

If I try:

a = myfunc(b);
gradient(a)

I get an error. How am I supposed to get the gradient? Any help is appreciated!

Answer 1

[Arun Mathamkode]

It looks like you are passing a vector to myfunc and it returns a scalar. Now you want to adjust the vector such that the scalar is maximum.

I think rather than looking for finding the gradient you can use the fmincon function. First, you need to convert the maximization problem into a minimization problem as described here. Then you can pass the function handle of the myfunc to the fmincon function along with an initial guess of the vector b.