Optimizing a Matrix dependent function
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I am having an issue where a function to optimize contains a matrix. Is there a way to efficiently optimize a matrix in Matlab or do I literally have to optimize every matrix element by itself, which would make this a 200x200 parameter optimization and virtually impossible?
3 Comments
Torsten
on 3 Nov 2017
If the j-th element of "spacevektor" is not zero, choose the j-th column of "Amatrix" to be RESULT/(j-th element of spacevektor) and all other elements of "Amatrix" to be zero.
If this is not what you need, the information you supplied is still insufficient.
Best wishes
Torsten.
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