ComputeObjectiveFunction
Myriad objective function for specific sample and parameters.
Contents
Syntax.
[ Q_of_theta, theta ] = ComputeObjectiveFunction( X ); [ Q_of_theta, theta ] = ComputeObjectiveFunction( X , ...);
Definitions.
For ,
and
the objective function is defined by
Description.
[ Q_of_theta, theta ] = ComputeObjectiveFunction( X ) computes the objective function for a sample vector X.
- theta represents the values where the function is computed. It can be defined in input with the option 'Theta'.
- Q_of_theta is the objective function computed with values given in theta.
Example.
% Define gamma parameter gamma=0.03; % Create a sample vector. X= [0.13, 0.86, 0.39, 0.99, 0.27, 0.95, 0.97, 0.16, 0.90]; % Create a weights vector. w= [0.70, 0.36, 0.94, 0.22, 0.39, 0.04, 0.26, 0.60, 0.02]; % Compute the objective function. [ Q_of_theta, theta ] = ComputeObjectiveFunction( X ,... 'Weights', w,... 'Gamma', gamma); % Display the objective function. figure, plot(theta, Q_of_theta), title('Objective function.')

Input arguments.
- 'Theta' represents the values where the function is computed. The default parameter is a vector of size 1000 which represents the interval from the minimum sample to the maximum one, with additionnal margins of size 10%
Example : [ Q_of_theta, theta ] = ComputeObjectiveFunction( X , 'Theta', linspace(0,1,50));
- 'Weights' represents the weights of the objective function. The size must be the same as the one of X. Default values:
,
.
- 'Gamma' scalar parameter for
. Default value equal to 1.