a**********w
发帖数: 1 | 1 Hey, there,
I am desperate in need of help on an optimization problem using Matlab. The
idea is that I need to find the minimum for a function f(b1,b2). I have
theoretically proven that the minimum exists and local is also global.
However when I use fminsearch in Matlab using a simulation, the solution is
no where near the true values. Also, I don't know how to incorporate the
gradient & Hessian matrix.
I know that everyone is busy and your time is valuable. If it helps, I am
willing to compensa | f******k
发帖数: 297 | 2 try fminbnd or fmincon. fminsearch solves the unconstrained optimization
problem. you can provide gradient and/or Hessian if you are using fmincon.
The
is
【在 a**********w 的大作中提到】
: Hey, there,
: I am desperate in need of help on an optimization problem using Matlab. The
: idea is that I need to find the minimum for a function f(b1,b2). I have
: theoretically proven that the minimum exists and local is also global.
: However when I use fminsearch in Matlab using a simulation, the solution is
: no where near the true values. Also, I don't know how to incorporate the
: gradient & Hessian matrix.
: I know that everyone is busy and your time is valuable. If it helps, I am
: willing to compensa
| D*******a
发帖数: 3688 | 3 其实自己写一个newton's method也不难了
The
is
【在 a**********w 的大作中提到】
: Hey, there,
: I am desperate in need of help on an optimization problem using Matlab. The
: idea is that I need to find the minimum for a function f(b1,b2). I have
: theoretically proven that the minimum exists and local is also global.
: However when I use fminsearch in Matlab using a simulation, the solution is
: no where near the true values. Also, I don't know how to incorporate the
: gradient & Hessian matrix.
: I know that everyone is busy and your time is valuable. If it helps, I am
: willing to compensa
|
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