Question

怎么用MATLAB求多元函数极值

求z=x^2-(y-1)^2的极值，包括极大值和极小值，用MATLAB怎么编程？

Answer 1

f = @(x,y)x(1)^2-(x(2)-1)^2

>> [x,fvalue,flag,output]=fminsearch(f,[0,0])

Exiting: Maximum number of function evaluations has been exceeded
- increase MaxFunEvals option.
Current function value: -359212266339440800000000000000000000000000000000000000000000000000000000000000000000.000000

x =

1.0e+041 *

0.9523 -6.0686

fvalue =

-3.5921e+083

flag =

0

output =

iterations: 200
funcCount: 401
algorithm: 'Nelder-Mead simplex direct search'
message: [1x233 char]

Answer 2

用fminsearch函数

格式 （x,feval，exitflag，output）=fminsearch(fun,x0,p1,p2,..)
x为函数fun在x0处的极值

x0为x的初值
exitflag，output为相关参数
p1 p2为函数的参数