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

 Messages: [ Previous | Next ]
 Matt J Posts: 4,997 Registered: 11/28/09
Re: Non-linear optimization
Posted: Mar 6, 2013 4:55 PM

"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.

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