writing fmincon funtion in matlab
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi, Can someone please elp me to do the following optimization problem unsin FMINCON . I have a hard time writng the function that is used in FMINCON.
Thanks
clc;
clear;
p=1;
a0 = 0.1; a1 = 0.4;
epsi=zeros(3000,1);
simsig=zeros(3000,1);
for i = 1:3000
if (i==1)
simsig(i) = a0/(1-a1);
s=(simsig(i))^0.5;
epsi(i) = normrnd(0,1) * s;
elseif (i==2)
epsi(i)=epsi(1);
else
simsig(i) = a0+ a1*(epsi(i-1))^2;
s=(simsig(i))^0.5;
epsi(i) = normrnd(0,1) * s;
end
end
yt1=epsi.^2;
ytinitial=yt1(2001:3000);
y=yt1(2001:3000);
len = length(ytinitial);
C = zeros(len,p+1);
C(:,1) = 1; %The first column is for a0
for i = 1:p %Then create shifted columns ( p in number ) for a
C(1+i:len,1+i) = y(1:len-i,1);
end
options =optimset('Display','off','LargeScale','off');
coef = lsqlin(C,ytinitial,[0 1],1,[],[],[0;0],[1;1],[],options);
alpha0 =coef(1);
ar1=coef(2);
0 commentaires
Réponse acceptée
Plus de réponses (1)
Alan Weiss
le 19 Mar 2013
Check out the definition of the objective function right at the top of the lsqlin function reference page. This should enable you to write the fmincon equivalent, though I do not know why you would want to do so.
Alan Weiss
MATLAB mathematical toolbox documentation
Voir également
Catégories
En savoir plus sur Linear Least Squares dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!