MATLAB Central Newsreader - fminsearch matab problem

fminsearch matab problem

jimpx — Tue, 18 Mar 2008 20:05:37 -0400

Hello,

I want to pass a number of variables through fminsearch. Because of the structure of the program, some of those variables must be held constant while the others are minimized. Is there a way to do this with fminsearch, or is there another minimization program which allows this?

Thanks,

jimpx

Re: fminsearch matab problem

Arthur G — Wed, 19 Mar 2008 15:27:10 -0400

On 2008-03-18 12:05:37 -0400, jimpx <falloncolm@gmail.com> said:

> Hello,
>
> I want to pass a number of variables through fminsearch. Because of the
> structure of the program, some of those variables must be held constant
> while the others are minimized. Is there a way to do this with
> fminsearch, or is there another minimization program which allows this?
>
> Thanks,
>
> jimpx

Write another (possibly anonymous) function that you use with
fminsearch. This anonymous function has for its inputs only those
variables you want to minimize with respect to, and others are help
constant. Here's an example using anonymous functions:

f = @(x,y) (x-y).^2; % A function of two variables
g = @(y) f(3, y); % Function "f", with x=3
yOpt = fminsearch(g, 0);

--Arthur

Re: fminsearch matab problem

Thomas Clark — Thu, 20 Mar 2008 18:41:02 -0400

Even simpler, use a nested program structure!

Your m-file should read like this:

function [output] = my_optimisation(inputs)
% MY_OPTIMISATION does blah blah (header description)

% Make an initial guess
guess = make_first_guess(inputs);

% Calculate some other stuff
things_i_want_constant = some_computations();

% Perform the search, passing a handle to your nested
function as the evaluation function
x = fminsearch(@evaluation_fun,guess);

% Define the nested evaluation function
function [score] = evaluation_function(guess);

% Insert code to return a score as a function of guess.
% Note that this nested function also has access to the
% variables in the main function,
% e.g. the things_i_want_constant
score = ... your code....

% End the nested function
end
% End the main function
end

jimpx <falloncolm@gmail.com> wrote in message
<26104615.1205870768015.JavaMail.jakarta@nitrogen.mathforum.org>...
> Hello,
>
> I want to pass a number of variables through fminsearch.
Because of the structure of the program, some of those
variables must be held constant while the others are
minimized. Is there a way to do this with fminsearch, or is
there another minimization program which allows this?
>
> Thanks,
>
> jimpx