Question

what is a reasonable step tolerance for optimization algorithms if parameters are in the range [0,1]?

My parameters are bounded from below by zero and from above by roughly one. I recently worked with a quite small step tolerence...

1 year ago | 1 answer | 0

Question

fmincon: any way to enforce linear inequality constraints at intermediate iterations?

I am solving an optimization problem with the interior-point algorithm of fmincon. My parameters have both lower and upper boun...

1 year ago | 3 answers | 1

Question

alternatives to gradient-based optimization algorithms like lsqnonlin that handle at least O(10) parameters?

I am fitting parameters of a PDE to experimental data utilizing the function lsqnonlin from the optimization toolbox. I obser...

1 year ago | 2 answers | 0

Question

trust-region reflective algorithm in lsqnonlin and fmincon: same behavior for "unconstrained" optimization"?

Say I provide constraints to lsqnonlin and fmincon. For both, I will choose trust-region-reflective algorithm Do both fmincon a...

1 year ago | 1 answer | 1

Question

multistart optimization: local run index of solutions found by [...,solutions] = run(__)?

I am running my optimization problem with several start vectors utilizing the function [x,fval,exitflag,output,solutions] = run...

1 year ago | 1 answer | 0

Question

importdata produces strange output when reading a textfile with blank cells and text

I want to import the attached file which is the result of matlabs function run. As you can see, there are a couple of blank cell...

1 year ago | 2 answers | 0

Question

lsqnonlin with multiple start vectors: continue with next start vector if the function computing the objective function sets a "flag"

I want to execute lsqnonlin with multiple start vectors by iterating over a for-loop. If the function called by lsqnonlin (here,...

1 year ago | 2 answers | 0

Question

add (white) Gaussian noise to displacement signal, noise level = ( |x-x*| / |x*| ): can I use utilize awgn()?

I want to add artificial (white) Gaussian noise to my numerically generated signal. In the title of my question, x %is the dis...

1 year ago | 1 answer | 0

Question

Check Gradient (Jacobian) of objective function -- what is the meaning of absolute difference (1e-6) if component of gradient is less than 1 ?

I use lsqnonlin to solve my data-fitting problem and provide the Jacobian, which I verify using CheckGradients option. As state...

1 year ago | 1 answer | 0

Question

is randn() appropriate to emulate noise coming from digital image correlation?

I want to emulate experimental data coming from an digital image correlation (DIC) system. Currently, I generate the displacemen...

1 year ago | 1 answer | 0

Question

element-wise operator to scale rows of matrix with entries of a vector

Given a matrix and a vector A = [2 3 4 5;5 4 3 2;1 2 3 4;4 3 2 1]; d = [1 2 3 4]; I want to scale the rows of A with the corr...

1 year ago | 1 answer | 1

Question

possible to reduce the relative difference for CheckGradients in optimization (fmincon)?

When double-checking my Jacobian using CheckGradients, I have a relative maximum difference of, crudely, 4e-6, and my entries o...

2 years ago | 2 answers | 0

Question

pass a vector from matlab to a c++ program

function res = fun(p,y) s = call_a_cpp_program_which_operates_on_p res = s - y; end In the above function, 'p' is a vector a...

2 years ago | 1 answer | 0

Question

isqnonlin: compute part of objective function outside of matlab

I am solving a partial differential equation depending on some design variables (material parameters). I want to fit the materia...

2 years ago | 1 answer | 0

Question

vector of line chart objects returned by plot - problem with modifying markers,...

Dear all, Here is a snippet of my code: plot_array = zeros(5,1); x=0:0.1:1000; y=x.^3 for p=1:1:5 ...

3 years ago | 1 answer | 0