How do I minimise function with many outputs?

I have an anonymous function which produces multiple outputs. How do I use fmincon to minimise with respect to the first output?

Answer 1

[Walter Roberson]

Where you currently have

   fmincon(HandleToAnonymousFunction, ......)

use

fmincon(@(X) HandleToAnonymousFunction(X), .....)

This will have the effect of discarding all except the first output.

I am assuming here that when you say that it produces multiple outputs, that you mean that the current function does something like deal() to emit multiple output variables, or else is a simple handle to a function that has multiple potential outputs such as min: @min would be an example of an anonymous function that can return multiple outputs.

If what you mean is instead that your function returns a vector or array of values instead of a scalar, then the approach would be

   First = @(V) V(1);
   fmincon(@(X) First(HandleToAnonymousFunction(X)), .....)

Answer 2

[Caglar]

Please check https://www.mathworks.com/matlabcentral/answers/347660-using-fminsearch-on-a-function-with-multiple-outputs

[Walter Roberson]

That material is still correct, but deals primarily with the case that the output to be returned is not the first output. The first output can be handled differently.