Matt J
Posts:
4,996
Registered:
11/28/09


Re: Nonlinear optimization
Posted:
Mar 4, 2013 4:07 PM


"Toan Cao" <toancv3010@gmail.com> wrote in message <kh2m44$4eh$1@newscl01ah.mathworks.com>... > Hi everyone, > > I have a question relating to nonlinear 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 LevenbergMarquardt, GaussNewton for finding a local minimum value. > If i want to use above two methods, what should i do ? ===============
If you know a global lower bound on F(x), say F_low, then the minimization problem is equivalent to
min f(x)'.f(x)
where
f(x)=F(x) f_low
So, you could apply LevenbergMarquardt and/or GaussNewton to the reformulated problem.

