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fminsearcharb

version 1.0.0.0 (12.7 KB) by Jeff Miller
Function to minimize an error function with constrained and/or integer parameters

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Updated 04 Jan 2018

GitHub view license on GitHub

MATLAB function to minimize an error function with constrained and/or integer parameters. Inspired by fminsearchbnd, this function adds a few different constraint possibilities, including the possibility to limit parameters to integer values.

Cite As

Jeff Miller (2019). fminsearcharb (https://www.github.com/milleratotago/fminsearcharb), GitHub. Retrieved .

Comments and Ratings (2)

Jeff Miller

Gao, I suggest you write these two functions using the functions in NumTrans. For example, realstoparms would use:
x = NumTrans.Real2Bounded(lb,ub,y)
and parmstoreals would use its inverse
y = NumTrans.Bounded2Real(lb,ub,x)
(In these statements, x is a value of one of your bounded parameters, and y is a real number that fminsearch might suggest as a value for that parameter.)

Gao

How to write the realstoparms and parmstoreals functions for lb≤x≤ub, where lb and ub are vectors of parameter constraints ?

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: fminsearchbnd, fminsearchcon