Did you try one of the examples provided in the help page of fmincon (as
a sanity test of FOT) ?
I don't see any stupid error in your code.
S.
Le 10/01/2020 à 15:25, David Brant a écrit :
Many thanks for getting back Stéphane. I tried your suggestion with the
gradient option, but got a problem:
!--error 26
Too complex recursion! (recursion tables are full)
at line 2 of function fun called by :
at line 2 of function fGrad called by :
sample_fGrad=fGrad(x0)
at line 649 of exec file called by :
init=fun(x0)
The minimalist call also returned a problem:
y=numderivative(fun,x)
!--error 4
Undefined variable: 10000000000000G*1000100
at line 29 of function flag1 called by :
at line 16 of function fGrad1 called by :
init=fun(x0)
at line 842 of exec file called by :
API Error:
in error: bad call to getVarAddressFromPosition! (1rst argument).
Probably a stupid error on my part, but cannot spot it!
Code:
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=costf(p)
f = norm(fun(p))^2;
endfunction
//function g=grad(p)
// g = 2*dfun(p)'*fun(p);
//endfunction
DAT=[0 0;0 1;1 1;2 1.5;2 2];
p0=[0 0 0];
xopt = fmincon(costf,p0,[],[])
//options = list("GradObj",grad)
//xopt = fmincon(costf,p0,[],[],[],[],[],[],[],options)
fmincon.sce
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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
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