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Topic: fmincon at matlab
Replies: 5   Last Post: May 29, 2013 3:09 AM

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Posts: 237
Registered: 5/2/05
fmincon at matlab
Posted: May 28, 2013 3:10 PM
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Hello, I need help about "fmincon" function at matlab. I have 4 equality constraints like,


and an objective function

f5(a,b,c,d)=0 which are implicit functions.

This optimization procedure is done to estimate some parameters. The estimates of the parameters are the solutions of a,b,c and d.

I can also estimate the the parameters with an another method (which does not require solution of a system) which I also use these estimates as the initial values for the optimization procedure. Let call this method alternative method.

If I estimate "d" with the alternative method and reduce the number of constraint 3, I get very good results for a,b and c, with optimization procedure using fmincon. The simulations show that estimates of a,b and c are very accurate and also these estimates are also more accurate that the alternative method.

However, if I don't reduce the constraints, and use 4 constraints, the estimates with fmincon are worse than the reduced optimation procedure and also worse than the alternative method.

Why is that? I don't want to reduce constraints. Is there a way to get better estimates without reducing? I will be very glad, if I get any help. Thanks a lot.

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