
Re: Nonlinear optimization
Posted:
Mar 4, 2013 10:36 PM


"Steven_Lord" <slord@mathworks.com> wrote in message <kh2ni9$9ar$1@newscl01ah.mathworks.com>... > > > "Toan Cao" <toancv3010@gmail.com> wrote in message > news: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 ? > > 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 > values. > >  > Steve Lord > slord@mathworks.com > To contact Technical Support use the Contact Us link on > http://www.mathworks.com Thanks for your reply, Steve Lord. Can i ask you more about this problem ? As i know, LevenbergMarquardt, GaussNewton methods use f(x) to calculate the Jacobian matrix. If i just have F(x) ( not f(x) ), how does optimization solvers compute this matrix? Can you explain for me the way that the solvers implement ? Actually, i need to understand more deeply and hope to modify somethings for my specific function. Thanks in advance. Toan

