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From: Alan_Weiss <aweiss@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Optimization
Date: Mon, 26 Nov 2012 12:37:56 -0500
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On 11/22/2012 2:16 PM, Matt J wrote:
> "Carlos Alejandro Perez Lasso" <carlosalejandro85@gmail.com> wrote in 
> message <k8lisn$aqf$1@newscl01ah.mathworks.com>...
>>
>> I will try lsqcurvefit and see what happens. Regarding the objective 
>> function, it doesn't have quantizing operations like the once you 
>> described above. It does contain operations that write python scripts 
>> to produce input files for running Abaqus simulation and retrieve 
>> information once the simulation is done.
> =================
>
> It seems like it would be hard to know in advance whether such a 
> function was even differentiable. As for local flatness, an easy test 
> you can do is
>
>  small=1e-6;
>
> for i=1:N
>  f(x)-f(x+small*rand(size(x))) end
>
> If this returns N zeros, it's a strong sign know your objective 
> function f() is locally flat.

You might want to consult the documentation on optimizing simulations 
for suggestions:
http://www.mathworks.com/help/optim/ug/optimizing-a-simulation-or-ordinary-differential-equation.html

Alan Weiss
MATLAB mathematical toolbox documentation