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From: Alan_Weiss <aweiss@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Optimization
Date: Wed, 27 Feb 2013 10:42:20 -0500
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On 2/27/2013 10:24 AM, Carlos Alejandro Perez Lasso wrote:
> Alan_Weiss <aweiss@mathworks.com> wrote in message 
> <k909dk$77l$1@newscl01ah.mathworks.com>...
>> On 11/22/2012 2:16 PM, Matt J wrote:
>> > "Carlos Alejandro Perez Lasso" <carlosalejandro85@gmail.com> wrote 
>> in > message <k8lisn$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
>
> Hi Alan and Matt,
>
> I'm nearly done with my master thesis and I wanted to thank you both 
> because the information you provided was really helpful. I found the 
> answer in the section 'Set Larger Finite Differences'.
> Thanks a lot.
>
> Carlos Alejandro Perez

Thanks for letting us know. I'm always happy when my documentation helps 
someone.

Alan Weiss
MATLAB mathematical toolbox documentation