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Topic: parameter normalization for optimization functions such as fmincon and fminsearch
Replies: 5   Last Post: Jun 26, 2009 8:35 AM

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Hanan Shteingart

Posts: 4
Registered: 6/25/09
parameter normalization for optimization functions such as fmincon and fminsearch
Posted: Jun 25, 2009 12:25 PM
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Hi,
From other discussions I've seen here, it seems the TolX parameter in the option parameter to fmincon/fminsearch is absolute, which means those functions assume the same order of magnitude to all parameters. Is there any smart way to solve this? Should I normalized all parameters to be around [0 1] are renormalize it within the subject function (which I want to minimize)?

Thanks,
Hanan.



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