Le 09/01/2020 à 22:32, David Brant a écrit :
How may i (if possible?) reconfigure the least-squares problem to be solved
with a minimalist call to fmincon (from the fossee toolbox)?
I tried everything, but must be (seriously?) overlooking something! Perhaps
something like:
function z=fun(p)
z=DAT(:,2)-p(1)*exp(p(2)*DAT(:,1))-p(3)*ones(DAT(:,1))
endfunction
function dz=dfun(p)
var=exp(p(2)*DAT(:,1))
dz=[-var..
-p(1)*DAT(:,1).*var..
-ones(var)]
endfunction
//function [f,g,ind]=costf(p,ind)
// f=fun(p); g=dfun(p)
//endfunction
function [f,g,ind]=costf(p,ind)
f=norm(fun(p))^2;
// g=2*dfun(p)'*fun(p);
g=2*numderivative(fun,p)'*fun(p);
endfunction
DAT=[0 0;0 1;1 1;2 1.5;2 2];
p0=[0 0 0];
A=[]; b=[];
[popt,fopt]=fmincon(costf,p0,A,b);
disp(popt,'popt',fopt,'fopt');
fmincon.sce
<https://antispam.utc.fr/proxy/1/c3RlcGhhbmUubW90dGVsZXRAdXRjLmZy/mailinglists.scilab.org/file/t490392/fmincon.sce>
Dave
By default, fmincon expects costf to return only the objective function.
Hence you should define it like this
function f=costf(p)
f = norm(fun(p))^2;
endfunction
There is a way to provide the exact gradient of f, as described here:
https://scilab.in/fossee-scilab-toolbox/optimization-toolbox/functions/fmincon
function g = grad(p)
g = 2*dfun(p)'*fun(p);
endfunction
options = list("GradObj",grad) xopt=
fmincon(f,x0,A,b,[],[],[],[],[],options)
S.
--
Sent from:
https://antispam.utc.fr/proxy/1/c3RlcGhhbmUubW90dGVsZXRAdXRjLmZy/mailinglists.scilab.org/Scilab-users-Mailing-Lists-Archives-f2602246.html
_______________________________________________
users mailing list
users@lists.scilab.org
https://antispam.utc.fr/proxy/1/c3RlcGhhbmUubW90dGVsZXRAdXRjLmZy/lists.scilab.org/mailman/listinfo/users
--
Stéphane Mottelet
Ingénieur de recherche
EA 4297 Transformations Intégrées de la Matière Renouvelable
Département Génie des Procédés Industriels
Sorbonne Universités - Université de Technologie de Compiègne
CS 60319, 60203 Compiègne cedex
Tel : +33(0)344234688
http://www.utc.fr/~mottelet
_______________________________________________
users mailing list
users@lists.scilab.org
http://lists.scilab.org/mailman/listinfo/users
