Matt J
Posts:
4,988
Registered:
11/28/09
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Re: Non-linear optimization
Posted:
Mar 6, 2013 4:55 PM
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"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <kh8bsc$bov$1@newscl01ah.mathworks.com>... > "Matt J" wrote in message <kh89he$4al$1@newscl01ah.mathworks.com>... > > > f(x)=(sqrt(F(x)-f_low))^2 > > What you write is > > f(x) = abs(F(x)-f_low) = F(x)-f_low > > Minimizing f(x) is the same as minimizing F(x). How far do we get? ===============
That should really have been
f(x)=sqrt(F(x)-f_low)
min (f(x))^2
But yes, the above is equivalent to minimizing F(x). That's what we want. Now, however, you can feed f(x) to LSQNONLIN and run its Levenberg-Marquardt routine.
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