Using fminsearch on a Function with Multiple Outputs

Hi,

I have a function called calculateValues, which is stored in a seperate .m file, and takes two inputs ( x and a), while producing 3 outputs ( out1, out2, and out3):

[out1, out2, out3] = calculateValues(x,a);

I would now like to use MatLab's fminsearch to minimise the third output (out3) of my function calculateValues with respect to the variable x (leaving a as just a constant, i.e. not varied as part of the optimisation). Therefore I wanted to do something like the following:

out3min = fminsearch(@(x)calculateValues(x,a),x0);

However, it seems like the default output to be minimised is out1. I guess I need to force the anonymous function @(x)calculateValues(x,a) to return only out3. Does anyone have any suggestions how it can be done? Maybe a way to nest anonymous functions to achieve this?

Many Thanks

[Ben Cook]

I have a similar issue, with the difference that I would like to know what out1 and out2 are.

The best answer (and what I currently do) is to redo the final calculation, but this seems a bit "nasty" surely there is a more elegant solution?

[Walter Roberson]

@Ben Cook

You could memoize() -- and you could have the function detect when nargout is 3 and return the values then.

For example,

memoized_objective = memoize(@real_objective);
memoized_objective.CacheSize = 50;
objective = @(x) memo_driver(x, memoized_objective);
[bestx, fval] = fmincon(objective, ....)
[out1, out2, out3] = memo_driver(bestx);


function varargout = memo_driver(x, memoized_objective)
   [out1, out2, out3] = memoized_objective(x);
   if nargout == 1
       varargout{1} = out3;
   else
       varargout = {out1, out2, out3};
   end
end

Answer 1

[Walter Roberson]

It is not possible to use an anonymous function to select a particular output from a function. You need to use an actual function.

   function result = lastoutput(fun, varargin)
     n = nargout(fun);
     outs = cell(1,n);
     [outs{:}] = fun(varargin{:});
     result = outs{end};

And now you can

out3min = fminsearch( @(x)lastoutput(@calculateValues,x,a), x0);

[Tomppx]

Hi Walter, thanks for your answer. That is indeed the best way I found to do it - I wrote something similar to simply select out3, as you suggested, where the function dummyFunction is stored in a separate .m file:

function out3 = dummyFunction(x,a)
   [~,~,out3] = calculateValues(x,a);
end

Is there at least a way to define this function in-line in my main file (as opposed to having ot have an extra external file) ?

Thanks again for the response.

[Sean de Wolski]

Yes, you can have a subfunction of a parent function or script (subfunctions of scripts new in 16b)