How to minimize this function using BFGS algorithm?
5 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Let Y(x,t)={y1(x,t),y2(x,t),y3(x,t)} a vector of value define at some nodes x where 1<=x<=100 and this vector varie on time t.
we search to minimize the cost function J(Y(x,0)) with respect to Y(x,0).
The problem is this function is calculated numericaly and has a value at each increment of time so we have for exemple :
t=0 | J(Y(x,0))=1.2 ;
t=0.1 | J(Y(x,0))=2.3;
.
..;
t=1 | J(Y(x,0))=1.0;
and so on ...
We have also calculated the gradient of J numerically (a vector) and we have its value at each increment of time t:
J'(t)={val1(t),val2(t),val3(t)}.
Is it possible to minimize this function ??
Thank's for your help
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Solver Outputs and Iterative Display 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!