Optimizing a Matrix dependent function

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Thomas Bauer
Thomas Bauer le 3 Nov 2017
Commenté : Torsten le 3 Nov 2017
I am having an issue where a function to optimize contains a matrix. Is there a way to efficiently optimize a matrix in Matlab or do I literally have to optimize every matrix element by itself, which would make this a 200x200 parameter optimization and virtually impossible?
  3 commentaires
Thomas Bauer
Thomas Bauer le 3 Nov 2017
thanks for having a look at my question. To give more information. I will be calculating something like
RESULT=Amatrix*spacevektor;
In the end, i have a desired RESULT that i would like to optimize my Matrix to. I could do this by setting up Amatrix simply as a bunch of x(11) x(12) x(13)..... but since Amatrix has many elements, i would assume that fminsarch would just collapse under the abundance of parameters to optimize.
I have found this though:
https://ch.mathworks.com/help/optim/ug/matrix-arguments.html
which seems to indicate that optimization can take place with a matrix somehow.
Torsten
Torsten le 3 Nov 2017
If the j-th element of "spacevektor" is not zero, choose the j-th column of "Amatrix" to be RESULT/(j-th element of spacevektor) and all other elements of "Amatrix" to be zero.
If this is not what you need, the information you supplied is still insufficient.
Best wishes
Torsten.

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