Re: [Scilab-users] Help with Jacobian call to Optim

2020-01-08 Thread Stéphane Mottelet
There is no added value when using NDcost, you can directly use numderivative like this function [f,g,ind]=costf(p,ind)     f=norm(fun(p))^2;     g=2*numderivative(fun,p)'*fun(p); endfunction S. Le 08/01/2020 à 16:45, David Brant a écrit : Many thanks Stéphane. Is it also possible to do

Re: [Scilab-users] Help with Jacobian call to Optim

2020-01-08 Thread David Brant
Many thanks Stéphane. Is it also possible to do this if the gradient is not known or impractical to obtain using NDcost as i had intended with something like [fopt,popt,gopt]=optim(list(NDcost,fun),p0') ? Regards, Dave -- Sent from:

Re: [Scilab-users] Help with Jacobian call to Optim

2020-01-08 Thread David Brant
Many thanks Stéphane. Is it also possible to do this if the gradient is not known or impractical to obtain using NDcost as i had intended with something like [fopt,popt,gopt]=optim(list(NDcost,fun),p0') ? Regards, Dave -- Sent from:

Re: [Scilab-users] Help with Jacobian call to Optim

2020-01-08 Thread Stéphane Mottelet
Hello, If you want to use optim for your least squares problem you have to consider the minimization of norm(fun(p))^2, which gradient is 2*dfun(p)'*fun(p), i.e. costf must be written like this: function [f,g,ind]=costf(p,ind)     f=norm(fun(p))^2;     g=2*dfun(p)'*fun(p); endfunction After

[Scilab-users] Help with Jacobian call to Optim

2020-01-06 Thread David Brant
Hi, i am having problems with the below code. It is a variation of an example listed in the optimization chapter of the Modelling and Simuation in Scilab-Scicos book (pages 109-110 &114). I can configure the code to work for leastsq and lsqrsolve, but not optim. Any advice on mods would be very