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optimizing 2 parameters with fmincon

Asked by Fred on 30 Nov 2012

I was optimizing a function named ML with fmincon to find the parameter "theta",

    twostage = fmincon(@(theta)ML(theta,param,x,y),theta,[],[],[],[],lb,ub,[],options);
 now I want to optimize another function ML2 for two parameters "theta1" and "theta2", can fmincon optimize a function for 2 parameters? how should I write the function?

Thanks

0 Comments

Fred

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1 Answer

Answer by Matt J on 30 Nov 2012
Edited by Matt J on 30 Nov 2012
Accepted answer

Make theta a 2x1 vector instead and rewrite ML accordingly, to interpret theta as a 2x1 input vector. Also make ub and lb 2x1.

2 Comments

Fred on 30 Nov 2012

thanks so you mean I should use theta(1) and theta(2) instead of theta1 and theta2 in ML function

Matt J on 30 Nov 2012

Yes, although once theta has been passed to ML, there's no reason you couldn't unpack as follows within the ML code:

 theta1=theta(1);
 theta2=theta(2);
Matt J

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