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

 Messages: [ Previous | Next ]
 Toan Cao Posts: 55 Registered: 10/15/10
Re: Non-linear optimization
Posted: Mar 4, 2013 10:42 PM

"Matt J" wrote in message <kh32ds\$hrn\$1@newscl01ah.mathworks.com>...
> "Toan Cao" <toancv3010@gmail.com> wrote in message <kh2m44\$4eh\$1@newscl01ah.mathworks.com>...
> > 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 ?

> ===============
>
> 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 Levenberg-Marquardt and/or Gauss-Newton to the reformulated problem.

Hi Matt J,
If i do not have lower bound of F(x), do you have another solution for my problem ?
Best regards,
Toan

Date Subject Author
3/4/13 Toan Cao
3/4/13 Steven Lord
3/4/13 Toan Cao
3/5/13 Steven Lord
3/5/13 Toan Cao
3/6/13 Matt J
3/6/13 Matt J
3/6/13 Toan Cao
3/6/13 Matt J
3/4/13 Matt J
3/4/13 Toan Cao
3/5/13 Matt J
3/5/13 Bruno Luong
3/6/13 Matt J
3/6/13 Bruno Luong
3/6/13 Matt J
3/6/13 Bruno Luong
3/6/13 Matt J
3/6/13 Bruno Luong
3/6/13 Matt J
3/7/13 Bruno Luong
3/7/13 Matt J
3/7/13 Bruno Luong
3/7/13 Matt J
3/7/13 Bruno Luong
3/7/13 Matt J
3/7/13 Bruno Luong
3/8/13 Matt J
3/8/13 Bruno Luong
3/7/13 Toan Cao
3/7/13 Matt J
3/7/13 Toan Cao
3/7/13 Matt J