Answered

Generating iterations from Genetic Alogrithim

Do you have the Global Optimization Toolbox? That's the first step if you want to use GA. See this about GA: <http://www.mat...

Generating iterations from Genetic Alogrithim

Do you have the Global Optimization Toolbox? That's the first step if you want to use GA. See this about GA: <http://www.mat...

ongeveer 9 jaar ago | 0

Answered

Problem with subfunction within lsqnonlin??

All values returned to lsqnonlin must be of data type double.

Problem with subfunction within lsqnonlin??

All values returned to lsqnonlin must be of data type double.

meer dan 9 jaar ago | 0

Answered

PCA by optimization

Hi MJ, Optimization toolbox functions will minimize over "X" where X can be a matrix or vector. Internally, matrices get flat...

PCA by optimization

Hi MJ, Optimization toolbox functions will minimize over "X" where X can be a matrix or vector. Internally, matrices get flat...

meer dan 9 jaar ago | 0

Answered

Fixed Charge Network Flow Model Problem

Here's a basic LP example that shows how to use linprog (the LP solver in Optimization Toolbox): http://www.mathworks.com/help/...

Fixed Charge Network Flow Model Problem

Here's a basic LP example that shows how to use linprog (the LP solver in Optimization Toolbox): http://www.mathworks.com/help/...

meer dan 9 jaar ago | 0

Answered

UPDATING Upper and Lower Bounds in MultiStart Optimization

It seems like you want to solve several different problems. Each time you change the bounds, the optimization problem is differe...

UPDATING Upper and Lower Bounds in MultiStart Optimization

It seems like you want to solve several different problems. Each time you change the bounds, the optimization problem is differe...

bijna 10 jaar ago | 0

| accepted

Answered

problem with fsolve - unpredictable results with long data vectors

I'm not sure what exactly is going on here. Fsolve seems to be finding a solution in both cases, correct? Since the system is sq...

problem with fsolve - unpredictable results with long data vectors

I'm not sure what exactly is going on here. Fsolve seems to be finding a solution in both cases, correct? Since the system is sq...

bijna 10 jaar ago | 0

Answered

blackbox function

Just to close the thread, the answer is given by Alan and others here: http://www.mathworks.com/matlabcentral/newsreader/view...

blackbox function

Just to close the thread, the answer is given by Alan and others here: http://www.mathworks.com/matlabcentral/newsreader/view...

bijna 10 jaar ago | 0

| accepted

Answered

optimization problem solution: [500x12000].X = [500x1] ??

Here's a suggestion I posted over at the newsgroup: The default algorithms for both lsqlin and quadprog accept sparse matrice...

optimization problem solution: [500x12000].X = [500x1] ??

Here's a suggestion I posted over at the newsgroup: The default algorithms for both lsqlin and quadprog accept sparse matrice...

bijna 10 jaar ago | 0

| accepted

Answered

Quadratic optimization with quadratic constraints

Hi Rene (sorry, can't get the accent right) You can use FMINCON to solve this problem. However, there is no dedicated input f...

Quadratic optimization with quadratic constraints

Hi Rene (sorry, can't get the accent right) You can use FMINCON to solve this problem. However, there is no dedicated input f...

bijna 10 jaar ago | 0

| accepted

Answered

fmincon not optimizing over one variable

It may appear to fmincon that the function has a zero derivative with respect to the variable in question. How sensitive is your...

fmincon not optimizing over one variable

It may appear to fmincon that the function has a zero derivative with respect to the variable in question. How sensitive is your...

bijna 10 jaar ago | 1

Answered

Quadprog - dependent rows in constraint matrix

Is A for your inequality constraints or equality constraints? Also, it may depend on the algorithm. If you have redundant ine...

Quadprog - dependent rows in constraint matrix

Is A for your inequality constraints or equality constraints? Also, it may depend on the algorithm. If you have redundant ine...

ongeveer 10 jaar ago | 0

Answered

Lower and Upper bounds in LSQNONLIN

The start point is one of a few things you can change to influence the solver. There are other options (tolerances, etc) that ma...

Lower and Upper bounds in LSQNONLIN

The start point is one of a few things you can change to influence the solver. There are other options (tolerances, etc) that ma...

ongeveer 10 jaar ago | 0

Answered

option to stop lsqnonlin when residual norm value reached

Hi Tony, There are no tolerances to stop lsqnonlin when the residual norm crosses a threshold. What you can do instead is set...

option to stop lsqnonlin when residual norm value reached

Hi Tony, There are no tolerances to stop lsqnonlin when the residual norm crosses a threshold. What you can do instead is set...

meer dan 10 jaar ago | 2

Answered

Slacktol value ?

If anyone else checks this, know that the problem given above is infeasible and the solution is erroneous. It's not recommen...

Slacktol value ?

If anyone else checks this, know that the problem given above is infeasible and the solution is erroneous. It's not recommen...

meer dan 10 jaar ago | 0

Answered

Interior-point in fmincon without inequality constraints

You're correct, without inequalities, the interior point algorithm is a fairly straightforward algorithm. In the case where your...

Interior-point in fmincon without inequality constraints

You're correct, without inequalities, the interior point algorithm is a fairly straightforward algorithm. In the case where your...

meer dan 10 jaar ago | 0

| accepted

Answered

Unconstrained Optimization with Additional Parameters

We've yet to see your code for the analytical gradient calculation (hopefully we don't ;) ). I suspect that the error might be t...

Unconstrained Optimization with Additional Parameters

We've yet to see your code for the analytical gradient calculation (hopefully we don't ;) ). I suspect that the error might be t...

meer dan 10 jaar ago | 0

Answered

Optimization with a vector of penalty functions

Hi Oliver, I think that fmincon is struggling with this for two reasons. fmincon is meant to work on smooth-continuous proble...

Optimization with a vector of penalty functions

Hi Oliver, I think that fmincon is struggling with this for two reasons. fmincon is meant to work on smooth-continuous proble...

meer dan 10 jaar ago | 0

| accepted

Answered

Strict inequalities in fmincon

Effectively, you're defining a new strict inequality A*x <= b-e where "e" can be arbitrarily small. As the cyclist pointed out, ...

Strict inequalities in fmincon

Effectively, you're defining a new strict inequality A*x <= b-e where "e" can be arbitrarily small. As the cyclist pointed out, ...

meer dan 10 jaar ago | 0

Answered

lsqnonlin - output value at each iteration?

I'm not sure what you mean by "value of each iteration". The parameter values? The value of your system (F(x))? Either way, l...

lsqnonlin - output value at each iteration?

I'm not sure what you mean by "value of each iteration". The parameter values? The value of your system (F(x))? Either way, l...

meer dan 10 jaar ago | 1

Answered

How to solve coupled optimization problem in MATLAB?

I think that you want to use lsqnonlin or lsqcurvefit to solve your problem. They are built to handle problems of the form: min...

How to solve coupled optimization problem in MATLAB?

I think that you want to use lsqnonlin or lsqcurvefit to solve your problem. They are built to handle problems of the form: min...

meer dan 10 jaar ago | 0

Answered

using fsolve for real answers

fsolve (and all other functions in the Optimization Toolbox) are not supposed to work with complex data. You need to make sure t...

using fsolve for real answers

fsolve (and all other functions in the Optimization Toolbox) are not supposed to work with complex data. You need to make sure t...

bijna 11 jaar ago | 0

Answered

Nonlinear least square minimization

Your answer looks ok. lsqnonlin is a good choice. You could also look at lsqcurvefit: http://www.mathworks.com/help/toolbox/o...

Nonlinear least square minimization

Your answer looks ok. lsqnonlin is a good choice. You could also look at lsqcurvefit: http://www.mathworks.com/help/toolbox/o...

bijna 11 jaar ago | 0

| accepted

Answered

supplied Hessian of fmincon

As you stated, fmincon provides a BFGS approximation to the Hessian of the Lagrangian. However, the BFGS matrix is a positive de...

supplied Hessian of fmincon

As you stated, fmincon provides a BFGS approximation to the Hessian of the Lagrangian. However, the BFGS matrix is a positive de...

bijna 11 jaar ago | 2

| accepted

Answered

fminunc works, fmincon does not

Hi Kasper, It's hard to tell what's going on from the code, so I'll just offer some generalities. Each solver and algorith...

fminunc works, fmincon does not

Hi Kasper, It's hard to tell what's going on from the code, so I'll just offer some generalities. Each solver and algorith...

bijna 11 jaar ago | 0