Parameter optimization - lsqnonlin with normcdf
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Hi all,
I'm trying to optimize parameters with lsqnonlin to fit data. Actual data is market prices of options and I try to fit parameters to get those prices. However, since the formula is
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/303103/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/303108/image.png)
I appreciate any lead to avoid this.
Best,
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Accepted Answer
Raunak Gupta
on 30 May 2020
Hi,
I see that the optimization variable in the question is v. Since in lsqnonlin you are mentioning v as your parameter I suggest to put a lower bound lb equal to 0 so that optimization will not return value less than zero.This can be done as mentioned in this example.
Upper bound can be mentioned as ‘inf’ because v can be any positive real number. You may remove if statement for checking the value of v because the functionality of putting bounds on optimization variable is available in lsqnonlin.
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