estimation parameter using fminsearch
in [Matlab]
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From: fuaada on 23 Mar 2010 03:08 Hello, ....i am puzzled. My problem is to work out the parameter estimation of my model. I have 6 parameters. My objective function is too long to put in here. the aim is to get the minimum of the sum of square error SSE value. when i run using fminsearch algorithm, i got message 'increase the MaxFunEvals'. when i increase it using 'options', still got the same message and sometimes the system asking for 'increase MaxIter'. Is it okay if i just take the estimated value, eventhough the message still appear. I am also confused, why the SSE value change everytime we change the MaxFunEvals value?...can someone here explain what is actually happen when we run the fminsearch algorithm. Your response are greatly appreciated...please help me......... Fuaada
From: Yi Cao on 23 Mar 2010 04:54 Fuaada, This message means your search is not converged, hence the result is not optimal. You can either increase the number of MaxFunEvals and MaxIter through options, or you can use the EXITFLAG to set up a conditional loop to use the return result as the initial guess. The EXITFLAG will be 0 in the above case. Therefore, you can use a while loop as follows. exitflag = 0; x=x0; % initial guess. while ~exitflag [x,fval,exitflag] = fminsearch(func,x,...) end BTW, you may find 'fsolve' is more appropriate for your problem. HTH. Yi fuaada <fuaada(a)gmail.com> wrote in message <d2944302-9239-432f-b9ae-b32cf4bca2a1(a)t23g2000yqt.googlegroups.com>... > Hello, > > ...i am puzzled. My problem is to work out the parameter estimation of > my model. I have 6 parameters. My objective function is too long to > put in here. the aim is to get the minimum of the sum of square error > SSE value. when i run using fminsearch algorithm, i got message > 'increase the MaxFunEvals'. when i increase it using 'options', still > got the same message and sometimes the system asking for 'increase > MaxIter'. Is it okay if i just take the estimated value, eventhough > the message still appear. I am also confused, why the SSE value > change everytime we change the MaxFunEvals value?...can someone here > explain what is actually happen when we run the fminsearch algorithm. > Your response are greatly appreciated...please help me......... > > Fuaada
From: Fuaada on 23 Mar 2010 07:18 Thanks Yi.... >BTW, you may find 'fsolve' is more appropriate for your problem. Would you mean 'fsolve' in maple?..I have no idea, could you please explain a little bit further...i know how to use 'fsolve' but i do not know how to relate estimation to Fsolve. Thanks once again.... --- frmsrcurl: http://compgroups.net/comp.soft-sys.matlab/estimation-parameter-using-fminsearch
From: Yi Cao on 23 Mar 2010 09:52 No, fsolve in Matlab Optimization Toolbox. Just typing 'help fsolve' will tell everything you want to know. Yi Fuaada <user(a)compgroups.net/> wrote in message <0dydnekll9AdPjXWnZ2dnUVZ_gKdnZ2d(a)giganews.com>... > Thanks Yi.... > > >BTW, you may find 'fsolve' is more appropriate for your problem. > > Would you mean 'fsolve' in maple?..I have no idea, could you please explain a little bit further...i know how to use 'fsolve' but i do not know how to relate estimation to Fsolve. > > Thanks once again.... > > --- > frmsrcurl: http://compgroups.net/comp.soft-sys.matlab/estimation-parameter-using-fminsearch
From: fuaada on 23 Mar 2010 12:15
Thanks....emm...i dont think fsolve can solve my problem since i have random number of linear ODEs. I solve my model using linear algebra method: which is dealing with eigenvalues and eigen vectors. The data that i obtained from my model, will be fitted to the experimental data, so that i do hope using fminsearch i can estimate the related parameters....:)....the big problem now is i could not find the optimum values of parameters as no convergence when i was using fminsearch....i really need help.....any idea please...... --- frmsrcurl: http://compgroups.net/comp.soft-sys.matlab/estimation-parameter-using-fminsearch |