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Topic: Non-linear optimization
Replies: 32   Last Post: Mar 8, 2013 2:22 AM

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Steven Lord

Posts: 18,038
Registered: 12/7/04
Re: Non-linear optimization
Posted: Mar 4, 2013 1:01 PM
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"Toan Cao" <> wrote in message
> Hi everyone,
> I have a question relating to non-linear optimization and hope to receive
> your help!
> If i have a cost function F(x) in general form. I mean it can not be
> described in the form of F(x)= f(x)'.f(x) (where f(x)' is transposition of
> f(x) ) as required by some methods such as Levenberg-Marquardt,
> Gauss-Newton for finding a local minimum value.
> If i want to use above two methods, what should i do ?
> Do you know any method that i can use in this case?

Do you have a MATLAB function that accepts a vector of parameters to be
optimized and returns the value of your cost function? If so, you're okay.
Most of the Optimization Toolbox and Global Optimization Toolbox solvers
don't care what you do inside your objective function to obtain the values
they seek (as long as your underlying function is smooth, for some of them)
as long as you return the cost function values from your objective function.

You could do calculations. You could retrieve information from disk. You
could query an instrument or database. You could even prompt the user to
INPUT the result of performing a physical experiment for a set of parameter

Steve Lord
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