using fminsearch with matrices

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alex on 17 Apr 2012
hi. I am trying to find a minimum value for the next argument-
when Y1,m_mat,n_mat,sigmasq are all known matrices in size of 11*11
how should I write it so it woulfd work? because for now the matlab writes an error of "Subscripted assignment dimension mismatch." ?
  1 Comment
Sean de Wolski
Sean de Wolski on 17 Apr 2012
This isn't really clear. You have to formulate the above to take an input argument and return a scalar while will be this value. FMINSEARCH will then minimize this scalar by changing the input. Please clarify the question and post the code.

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Accepted Answer

Sargondjani on 17 Apr 2012
yep sean is right: your objective function should return a scaler if you want to use fminsearch. anyway, this is how you would do it, IF you have function that returns a scalar and x(1),x(2) and x(3) are the choice variables:
%give value for parameters Y1, ... etc.
%give objective function
scalar_function = @(x)sum(Y1-x(1)*exp(-((m_mat-x(2))^2 +...
i want to note that 'fminunc' might be a better option, because it seems you can easily supply the gradient as well. that might speed things up...
  1 Comment
Sean de Wolski
Sean de Wolski on 17 Apr 2012
FMINUNC is usually faster, but it requires the Optimization Toolbox. FMINSEARCH is in base MATLAB

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