Is it possible to get parameter estimation variances after constrained optimization?
I am now using lsqnonlin function to optimize 7 parameters with 14 target values, using 'trust-region-reflective' algorithm.
I referred to the following threads, but they seems like mentioning on unconstrained optimizations. http://www.mathworks.com/matlabcentral/answers/51136 http://www.mathworks.com/matlabcentral/answers/45232 http://www.mathworks.com/matlabcentral/newsreader/view_thread/314454
Thanks in advance
If none of the constraints are active at your solution, you can estimate the variances in the unconstrained way.
Otherwise, since it's a pretty small problem, why not just estimate the parameter variance by running Monte Carlo simulations?