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Math Help - A Matlab Question

  1. #1
    Newbie
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    A Matlab Question

    Dear all,

    I want to maximize a function, in which one of the argument of the function is a variable which is a function of the argument of the original objective function. How can I call that argument into the objective function?

    In particular, suppose I want to maximize f(x, y) over x, where y=g(x) is solved from an implicit function H(x, y)=0. So how can I write the code to max f(x, g(x)) over x, when g(x) cannot be expressed explicitly and only can be solved implicitly from H(x, g(x))=0?

    Thanks in advance.
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by analysismath View Post
    Dear all,

    I want to maximize a function, in which one of the argument of the function is a variable which is a function of the argument of the original objective function. How can I call that argument into the objective function?

    In particular, suppose I want to maximize f(x, y) over x, where y=g(x) is solved from an implicit function H(x, y)=0. So how can I write the code to max f(x, g(x)) over x, when g(x) cannot be expressed explicitly and only can be solved implicitly from H(x, g(x))=0?

    Thanks in advance.
    Numerically or symbolically?

    If numerically:

    Write a function gg(x) to solve H(x,g)=0 where x is a parameter and g the variable.

    Then write a function ff(x) which is equal to f(x,gg(x)), and use the minimisation tools to minimise ff(x).

    CB
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  3. #3
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    Thumbs up

    Thank you for your instant reply, CB!

    It works now.
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