A common solution is to normalize your variables, so that both are at least of similar orders of magnitude. Verify that it is doing something intelligent. Torsten attached are the codes , so that you can see how you can help. And please stop adding answers just to add comments. So I have an initial conclusion that your function will find out local minimum, depends on starting guess. Mert Sabuncu 15 Nov Search Support Clear Filters.
Uploader: | Tacage |
Date Added: | 14 February 2010 |
File Size: | 18.4 Mb |
Operating Systems: | Windows NT/2000/XP/2003/2003/7/8/10 MacOS 10/X |
Downloads: | 47632 |
Price: | Free* [*Free Regsitration Required] |
Bojan Bojan view profile. My previous comment was just a general question on box constrained optimization using variable transformation, and not a critics on your code which, btw, I judge 4 stars. Fminsearch will never be able to give you even a reasonable shot at convergence in even function evals with that fine of a tolerance. In such that amtlab, please help me how to find global minimum between lower and upper boundaries of variables more than 4 variables?
Allow the user to fix a variable by setting the lower and upper bounds equal.
jLab Help Files
Thank you very much. Chad Bircher Chad Bircher view profile. I am using fminsearchbnd a lot and have also included rmsearch in my list of tools for optimization. The problem is that I don't know how to implement this constrain, the examples I have seen are just with one parameter.
Select a Web Site
Jacob Kirkensgaard Jacob Kirkensgaard view mfinsearchbnd. I don't have Octave, so I cannot program for a tool I have never used, one to which I have no access. I have used it in my optimization problems. If fminsearch is not called, the function returns output.
Subscribe to RSS
With multiple constraints, you need to return a vector of constraint values, not just each constraint as an extra function handle argument at the end. There may be a bug. Singularities, ill-conditioning, and multiple local solutions are all problems. There are a few on the FEX.
I got the same problem. Nested functions are not supported.
You may be supplying the constraints or the objective itself improperly. Just a quick question. Opportunities for recent engineering grads. I'm fitting data from an optics experiment, but the objective is nonlinear, and the problem isn't even quasi-convex.
fminsearchbnd - Mathematical software - swMATH
As far as Stefan's problem goes, anytime you throw problems with variables that vary by 20 to 30 powers of 10 at ANY numerical optimizer, expect serious things to go wrong.
Torsten attached are the codesso that you can see how you can help.
Jacklyn Buhrmann Jacklyn Buhrmann view profile. I have extended this to the plot function too. And since you are then computing the log of the determinant, do it as the sum of the logs of the elements, avoiding potential underflows or overflows.
Andrew Andrew view profile.
In fact, I recall that I specifally catered to that case, looking for variables that had lower and upper bounds that were identical. Will Will view profile. Once again, thank you for fminsearchbnd! It worked very well. So, really, you need to learn matlzb to use function handles, because you are doing silly things with varargin, not understanding varargin, when you never needed to use that at all.
Thus it will pass in a vector x to the objective function that has 5 elements here. Search Answers Clear Filters.
Комментариев нет:
Отправить комментарий