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As you stated, fmincon provides a BFGS approximation to the Hessian of the Lagrangian. However, the BFGS matrix is a positive de...

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Answered 5 years ago

Hi Sinta, This is just a message from the underlying optimizer code suggesting that it is using a non-default method. There is ...

15802 views

Responded 5 years ago

Hi Tony, There are no tolerances to stop lsqnonlin when the residual norm crosses a threshold. What you can do instead is set...

2

Answered 4 years ago

Well, this may not help you either, but I'll try anyways... If you have the Optimization Toolbox, there is a linear least squa...

9570 views

Responded 6 years ago

Additionally, I want to attempt to answer your question about the message returned from fsolve. What the message says is that t...

6941 views

Responded 4 years ago

The syntax as Bruno linked earlier says: xout = lsqnonlin(fun,x0,lb,ub,options); If you want your "x" and "y" variables passed...

6013 views

Matteo " <voto_100.delete.this@hotmail.com> wrote in message <g6btnh$qpf$1@fred.mathworks.com>... Hi Matteo, How large are the...

5921 views

Responded 7 years ago

Hi Matt, Your assessment is correct in that the step-size is determined relative to the scale of the variables (columns of J)...

0

Answered 1 month ago

This error is occurring because your function is returning arrays of varying sizes. In this case, it is being caught during fini...

Answered 2 years ago

This is a bug with the parallel finite differences approximation code. In particular, how this feature works with "invalid" valu...

It seems like you want to solve several different problems. Each time you change the bounds, the optimization problem is differe...

Just to close the thread, the answer is given by Alan and others here: http://www.mathworks.com/matlabcentral/newsreader/view...

Here's a suggestion I posted over at the newsgroup: The default algorithms for both lsqlin and quadprog accept sparse matrice...

Hi Rene (sorry, can't get the accent right) You can use FMINCON to solve this problem. However, there is no dedicated input f...

It may appear to fmincon that the function has a zero derivative with respect to the variable in question. How sensitive is your...

You're correct, without inequalities, the interior point algorithm is a fairly straightforward algorithm. In the case where your...

Hi Oliver, I think that fmincon is struggling with this for two reasons. fmincon is meant to work on smooth-continuous proble...

I'm not sure what you mean by "value of each iteration". The parameter values? The value of your system (F(x))? Either way, l...

Your answer looks ok. lsqnonlin is a good choice. You could also look at lsqcurvefit: http://www.mathworks.com/help/toolbox/o...

Again, I believe that the problem is non-smooth, not integer. So there is no point in looking at integer solvers. Perhaps fmins...

5666 views

It seems to me that this is a continuous, non-smooth optimization problem. Your best bet may be to use a derivative-free method,...

It appears to come from your objective "Objf" or gradient. You probably have a sqrt() in there. fmincon cannot solve complex val...

5641 views

Hi Yan, I have a few points here (inserted below): Here's your problem. When you call OPTIMSET like this, it returns a new stru...

Set the Display option to 'off': options = optimset('Display','off', ...); [...] = fzero( ... , options);

5396 views

fminsearch does not have a parallelized implementation. However, there are two derivative-free algorithms, ga and patternsearch...

5374 views

Try checking out the iterative display (options.Display = 'iter') to see what the solver is doing. Is it finding a feasible poin...

5362 views

It's the discontinuity that give fmincon, fsolve, etc troubles as you suggest. These solvers work for smooth problems primarily....

5351 views

When you say "if x3 = lb, then one of the equations "drops out" reducing the problem to a system of 2 equations and 2 unknowns",...

I believe Matt is correct, the objective is the likely culprit. I suggest turning on the 'FunValCheck' option so that fmincon w...

4573 views

Since the C's are scaled in the exact same way in the objective and constraint, I not clear why you can't selectively scale the ...

4516 views

Responded 3 years ago

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