Objective function for fmincon from surrogate model

2 views (last 30 days)
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!

Sign in to comment.

More Answers (0)

Products


Release

R2022a

Community Treasure Hunt

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

Start Hunting!