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

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Bruno Luong

Posts: 8,813
Registered: 7/26/08
Re: Non-linear optimization
Posted: Mar 6, 2013 6:27 PM
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> As for Levenber-Marquardt, it should still converge under this scheme, though perhaps slowly. Working with F directly would without question be better, but then you have to code it yourself. I have searched for general Levenberg-Marquardt routines on the FEX and didn't find them. :-(

Not a generic LM, but rather than reinventing the wheel, one might save some work by changing the specific cost function and the Jacobian calculation of this code

http://www.mathworks.com/matlabcentral/newsreader/view_thread/281583

Admittedly it takes some minimum skill to make the Jacobian calculation correct and fast.

Bruno



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