Optimizing a function with multiple outputs in Matlab

Question

Say I have a function

[f,g,h] = function (x)

In the file function.m in Matlab. How can I find the value x , eg using fminunc , which maximizes g ? The fminunc documentation only handles the case when the objective function returns a single value.

Answer 1

You must provide fminunc with a function that returns a scalar, so in your case you'll just have to declare a helper function that returns g :

g = function helper_func(x)
    [f, g, h] = func(x);

and feed the helper function into fminunc :

x = fminunc(@helper_func, x0);