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fminsearch interface

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5.0 | 2 ratings Rate this file 7 Downloads (last 30 days) File Size: 3.54 KB File ID: #8468
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fminsearch interface

by Geoff Boynton

 

11 Sep 2005 (Updated 12 Sep 2005)

Interface for fminsearch.

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Description

This function (fit.m) is a simple interface to MATLAB's 'fminsearch' routine. It allows the user to specify which parameters to be set free, and which to be held constant.

Run 'FitDemo.m' for a demonstration.
Acknowledgements
This submission has inspired the following:
Fminspleas
MATLAB release MATLAB 7 (R14)
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Comments and Ratings (2)
15 Sep 2005 enid jode  
01 Dec 2006 Dmitrey no_valid@no.no

Very well.
However, Naum Z. Shor r-algorithm with AST provide much more better convergence than current implementation fminsearch or fminsearchOS, at least, with convex problems. Also it can handle user-supplied (sub)gradient, lb-ub constraints, non-linear inequality constraints via objFun2 = objFun + N*sum(max(0, c(x))), where N is a big number.
Try it free version, implemented in the OpenOpt package!
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13115&objectType=file
I intend to add full spectre of constraints soon & provide full compability with Octave.
Best regards, D.
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Tag Activity for this File
Tag Applied By Date/Time
optimization Geoff Boynton 22 Oct 2008 07:59:50
fminsearch Geoff Boynton 22 Oct 2008 07:59:50
free Geoff Boynton 22 Oct 2008 07:59:50
parameters Geoff Boynton 22 Oct 2008 07:59:50
fminsearch Eivind Tjelde 04 Oct 2011 09:15:48
optimization Eivind Tjelde 11 Oct 2011 07:26:06

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