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From: Richard Idowu on 20 Jul 2010 12:43
Hi all,
I have been trying to use the fminsearch routine to minimize a non-linear least square estimation problem, one in which i will have to give three initial guesses for the parameters but the routine just return the same initial guesses i pass to it so i was thinking if i can get a practical guide as to how fminsearch routine works i can just code it myself and use.
Please any help will be appreciated!
Thanks
From: Alan Weiss on 20 Jul 2010 13:14
On 7/20/2010 12:43 PM, Richard Idowu wrote:
> Hi all,
> I have been trying to use the fminsearch routine to minimize a
> non-linear least square estimation problem, one in which i will have to
> give three initial guesses for the parameters but the routine just
> return the same initial guesses i pass to it so i was thinking if i can
> get a practical guide as to how fminsearch routine works i can just code
> it myself and use.
> Please any help will be appreciated!
> Thanks
The documentation contains both a description of the algorithm and a
pointer to a reference:
http://www.mathworks.com/access/helpdesk/help/techdoc/math/bsgpq6p-11.html

FYI, the Optimization Toolbox documentation contains pointers for how to
improve your results when the initial value equals the final value:
http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/br44i2r.html

Alan Weiss
MATLAB mathematical toolbox documentation
From: John D'Errico on 20 Jul 2010 13:19
"Richard Idowu" <senatorrai(a)yahoo.com> wrote in message <i24jmo$pag$1(a)fred.mathworks.com>...
> Hi all,
> I have been trying to use the fminsearch routine to minimize a non-linear least square estimation problem, one in which i will have to give three initial guesses for the parameters but the routine just return the same initial guesses i pass to it so i was thinking if i can get a practical guide as to how fminsearch routine works i can just code it myself and use.
> Please any help will be appreciated!
> Thanks

This is a bit silly. Why not learn how to use the code as
it exists, rather than recreating the wheel? If you can't
figure out how to use a basic optimizer like fminsearch,
why do you expect to be able to re-write it yourself in
a finite amount of time?

Why not first verify that you understand how to solve
a simple optimization problem? Start with the Rosenbrock
function perhaps.

Learn to use the facilities of fminsearch. (help optimset)
For example, what does setting the 'display' property to
'iter' show you? Perhaps you might put a statement into
your objective function that dumps the current iteration
to the command window.

Learn about starting values, and what they do to an
optimization problem. Are your starting values even
reasonably close?

John
From: John D'Errico on 20 Jul 2010 13:49
"Richard Idowu" <senatorrai(a)yahoo.com> wrote in message <i24jmo$pag$1(a)fred.mathworks.com>...
> Hi all,
> I have been trying to use the fminsearch routine to minimize a non-linear least square estimation problem, one in which i will have to give three initial guesses for the parameters but the routine just return the same initial guesses i pass to it so i was thinking if i can get a practical guide as to how fminsearch routine works i can just code it myself and use.
> Please any help will be appreciated!
> Thanks

If you insist on understanding the method underneath
(understanding the tools you use are a good idea)
fminsearch is a variation of Nelder-Mead, a useful
optimizer that has been around for a gazillion years.

http://en.wikipedia.org/wiki/Nelder&#8211;Mead_method

John
From: Richard Idowu on 20 Jul 2010 14:34
"John D'Errico" <woodchips(a)rochester.rr.com> wrote in message <i24nig$9gf$1(a)fred.mathworks.com>...
> "Richard Idowu" <senatorrai(a)yahoo.com> wrote in message <i24jmo$pag$1(a)fred.mathworks.com>...
> > Hi all,
> > I have been trying to use the fminsearch routine to minimize a non-linear least square estimation problem, one in which i will have to give three initial guesses for the parameters but the routine just return the same initial guesses i pass to it so i was thinking if i can get a practical guide as to how fminsearch routine works i can just code it myself and use.
> > Please any help will be appreciated!
> > Thanks
>
> If you insist on understanding the method underneath
> (understanding the tools you use are a good idea)
> fminsearch is a variation of Nelder-Mead, a useful
> optimizer that has been around for a gazillion years.
>
> http://en.wikipedia.org/wiki/Nelder&#8211;Mead_method
>
> John
Thanks John,but let me start by saying i understand how to use the optimization tools or whatsoever but the problem i have at hand is that the fminsearch routine on matlab is not doing justice to the problem am working on and the reason why i want to know the basics of what fminsearch is made of is to see what i can do for myself ok...
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