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Struggling with fminsearch with vector inputs

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I am trying to use vector as an input for fminsearch.
R = 1.0080;
sig = 0.75;
tempkgrid = linspace(-20,60,10)';
kgrid = [tempkgrid ; tempkgrid ; tempkgrid];
zgrid = [2;2;2;2;2;2;2;2;2;2;4;4;4;4;4;4;4;4;4;4;6;6;6;6;6;6;6;6;6;6];
K = kgrid;
Z = zgrid;
aconst1 = -20*ones(30,1);
aconst2 = 60*ones(30,1);
obj = @(Kp) (1/(1-1/sig)) * ((Z + K - Kp./R) > 0) .* (Z + K - Kp./R).^(1-1/sig) + ((Z + K - Kp./R) <= 0) * (-999999);
Kp2 = fminsearch(obj,aconst1);
If I run this, I get the following error message. 'Unable to perform assignment because the size of the left side is 1-by-1 and the size of the right side is 30-by-1'
Is there anyway I can run this?
Thanks in advance.

Accepted Answer

Matt J
Matt J on 1 Nov 2021
Edited: Matt J on 1 Nov 2021
Your objective function is not returning a scalar value at Kp=aconst1. We cannot know what objective you truly intended.
Regardless though, you will not have much luck using fminsearch on a problem with 30 unknowns. It is designed for much smaller problems (<7 unknowns or thereabouts).
Chang seok Ma
Chang seok Ma on 2 Nov 2021
Hello, thanks for the answer.
So I intended to return a vector(Kp) that minimizes the objective function and starting point as aconst1.
I changed the code to scalarize the objective function.
Kp3 = fminsearch(@(c) norm(obj(c)) ,aconst1)
and I think it returns the value as I intended.
Could you give me more details about 'It is designed for much smaller problems'?
Does it mean that fminsearch is not suitable for vector?
Matt J
Matt J on 3 Nov 2021
Edited: Matt J on 3 Nov 2021
It is theoretically proven to converge only for problems with a single unknown, but empirically, it tends to work well up to about 6 unknowns.
Also, the computation time per iteration can increase steeply with the number of unknowns, N. The algroithm requires N+1 evaluations of the objective function per iteration, so if each evaluation is O(N), the computational cost of the whole iteration will be O(N^2).

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More Answers (1)

John D'Errico
John D'Errico on 1 Nov 2021
Edited: John D'Errico on 1 Nov 2021
Fminsearch should NEVER be used with more than around say 6-8 unknowns. 30 unknowns is just impossible for fminsearch. PERIOD. I've not even looked at whether your problem is well-posed, as fminsearch is a waste of your time here.
Chang seok Ma
Chang seok Ma on 4 Nov 2021
Thanks for the comments.
I am sorry but I am getting confused.
I intended to solve 30 equations with 30 unknown. However, each equation is independent. So it is just 30 different univariate functions.
I think it would be a problem if I want to solve something like
Y = f(x1,x2,x3,...,x30)
but here is what I intended with different samples
Y = x^2 + 2*x + 1
Y = x^2 + 4*x + 4
Y = x^2 + 6*x + 9
Y = x^2 + 8*x + 16
I just wanted to get (-1, -2, -3, -4, ...) as return.
Does this still cause a problem in fminsearch?
Thank you.
Matt J
Matt J on 4 Nov 2021
You can always try, but I think it will be both more reliable and faster if you solve one equation at a time using fzero(). Or, if your eqautions happen to be polynomials like above, you should use roots().

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