What is the purpose of fminimax?

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Vladimir
Vladimir on 15 Oct 2014
Edited: Matt J on 15 Oct 2014
Is fminimax(@myFun1, x0) equivalent to fminunc(@myFun2, x0), where myFun1 and myFun2 are defined as follows:
function myFun1(x)
return [f1(x) f2(x) f3(x)];
end
function myFun2(x)
return max([f1(x) f2(x) f3(x)]);
end
and f1, f2, f3 are some arbitrary functions. If so, what's the use of fminimax? Does it perform better?
  1 Comment
Matt J
Matt J on 15 Oct 2014
Edited: Matt J on 15 Oct 2014
I think you really meant to define myFun1 and myFun2 as follows,
function out=myFun1(x)
out = [f1(x) f2(x) f3(x)];
end
function out=myFun2(x)
out=max([f1(x) f2(x) f3(x)]);
end

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Accepted Answer

Alan Weiss
Alan Weiss on 15 Oct 2014
Look at the end of this page to see a short discussion of this topic.
Alan Weiss
MATLAB mathematical toolbox documentation
  1 Comment
Matt J
Matt J on 15 Oct 2014
Edited: Matt J on 15 Oct 2014
and f1, f2, f3 are some arbitrary functions.
Related to what Alan's link mentions, the functions f1, f2,f3 cannot be arbitrary. FMINIMAX assumes that they are differentiable as well.

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