fmincon, how does interior point restrict parameters
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I used my own restriction transformation inside the function to allow fmincon to searh globally. However i ran into nummerical troubles, so instead of doing it my own way i just used Matlabs built in way of restricting paramaters which worked fine. Now i know that my method also works, but apparantly it is less robust to nummerical errors. Does any one know how Matlab restricts the parameters ?
options = optimset('TolX',1e-3,'Algorithm','interior-point');
options = optimset(options,'MaxFunEvals',1000,'Display','off');
[p,~,~]= fmincon(@(p) -likelihoodFunktion(p, vY, iN, type),p0, [],[],[],[],[-0.995 0.00000001 -Inf],[0.995 2 Inf],[],options);
The above is my code i ended up using. It works fine, it just bugs me i dont know how Matlab is doing it.
0 commentaires
Réponse acceptée
Plus de réponses (1)
Voir également
Catégories
En savoir plus sur Parallel Computing Fundamentals dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!