How can I use a 'fitobject' within a function?

Hi,

I have created a fitobject from my data like this:

f1 = fit(x, y, 'nearestinterp')

I now want to use f1 within the objective function of an optimization problem and treat it as I would any other function. Assume f is the objective function, I would need to use f1 in a way similar to this: min f = f1(x)*x . However, with f1 being part of the workspace, on execution of the fmincon function I get this error: "Undefined function 'f1' for input arguments of type 'double'."

Is there a way to use f1 in the objective function?

Thanks!

Answer 1

[Philip Caplan]

You can pass additional parameters to your objective function by creating an anonymous function. Below is an example of passing a fit object to an objective function, subsequently passed to "fmincon".

% Create x = [-1,1] and y some sampled function
x = linspace(-1,1,25);
y = (x-1).^2 +1;

% Fit the samples
f1   = fit(x',y','nearestinterp');
yfit = f1(x);

% Modify the fit to create the objective function
obj = @(x) f1(x)'.*x.^2;

% Solution should be ~0 since we are bracketing [-1,1]
sol = fmincon(obj,1,[],[],[],[],min(x),max(x));
disp(sol);

figure;
hold on
plot(x,y,'o');
plot(x,yfit);
plot(x,obj(x));
legend('Original','Fitted','Modified');

The original function is:

y = (x-1).^2 +1

which is well represented by "fit". An anonymous function then modifies this fit to be

y = ((x-1).^2 +1).*x.^2

Since the fit is defined on [-1,1] (in the example), be careful with the upper & lower bounds passed to "fmincon". There are other ways of passing parameters, which are described at

http://www.mathworks.com/help/optim/ug/passing-extra-parameters.html