How to use fmincon in a loop

Hello,

I am trying to use fmincon inside a for loop in such a way that the variable t can run from 1 to 517 while fmincon will be evaluated with variables that are indexed with t. Solutions should be saved each time in a matrix "output" that is 517x5 matrix. Apparently, I am unable to make it work. Here is example of my code:

output=zeros(517,5)
for t=1:517
e=1e-5   
x0=[5 0.0503 0.05 0.15 -0.75];
lb = [e e e e -.999]; % Lower bounds for the parameter estimates
ub = [100 10 10 10 0]; % Upper bounds for the parameter estimates
output(t,:)= fmincon(@ObjFun,x0,[],[],[],[],lb,ub)
end

[Roger Wohlwend]

Tell us please what kind of error you get. Where is the function ObjFun defined?

[JJ]

did you figure out? I have the same problem

Answer 1

[Matt J]

Your question isn't entirely clear, but perhaps you are looking for this material

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

which talks about how to attach fixed data to an objective function. With these techniques, the objective function can be redefined in each loop iteration with new, loop-dependent fixed data.