lsqnonlin help
in [Matlab]
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From: maria on 22 Sep 2009 08:15 I have the function objf= sqrt((p(1)-x(1))^2 +(p(2)-x(2))^2); I want use the lsqnonlin I can use the objf as it is or I have to modify it? I want the new calculated value of x pass to p, that is p=x and each time that I use the lsqnonlin the x0=p. I have written the following code. Is it right? x0=p; lb=293; ub=2200; options = optimset('LargeScale','off','MaxFunEvals',1000,'TolX', 1.0E-6); [x, fval, exitflag, output]=lsqnonlin (@(x) calculx2 (x,p),x0,lb,lu,options); function objf= calculx2(x,p) objf=sqrt((p(1)-x(1))^2 +(p(2)-x(2))^2); p=x;
From: Steve on 22 Sep 2009 11:00 maria <mkour80(a)gmail.com> wrote in message <a5acb8f4-cae0-4889-8b7b-9f40459f2d9c(a)p9g2000vbl.googlegroups.com>... > I have the function > > objf= sqrt((p(1)-x(1))^2 +(p(2)-x(2))^2); > > I want use the lsqnonlin > > I can use the objf as it is or I have to modify it? I want the new > calculated value of x pass to p, that is p=x and each time that I use > the lsqnonlin the x0=p. I have written the following code. Is it > right? > > > > x0=p; > > lb=293; > > ub=2200; > > options = optimset('LargeScale','off','MaxFunEvals',1000,'TolX', > 1.0E-6); > > [x, fval, exitflag, output]=lsqnonlin (@(x) calculx2 > (x,p),x0,lb,lu,options); > > > > > > function objf= calculx2(x,p) > > objf=sqrt((p(1)-x(1))^2 +(p(2)-x(2))^2); > > > p=x; > > There are a few problems here... First, I don't think that this code does what you want it to. When you define the anonymous function "@(x) calculx2(x,p)", the value of p is taken from the workspace and then frozen for the lifetime of this anonymous function. That is, p = x0 each time that lsqnonlin calls calculx2. Another issue which is negated by the first problem above ^ is that the assignment at the end of calculx2 "p=x;" is lost as soon as calculx2 is completed. So, there are 2 problems that prevent the value of p from being updated as you go. The thrid problem, and perhaps the biggest, is that you seem to want to change the value of the parameter p every time objf is calculated. This is a problem for lsqnonlin or any least-squares/fitting/optimization routine because objf will be calculated many times to get one estimate of x. Changing p every time objf is calculated means the problem changes every time. That would be difficult to impossible for a solver. Maybe, what you want to do is the following: - fix p - call lsqnonlin to solve for x - fix p at the result of lsqnonlin (call it xstar) - call lsqnonlin to solve for a new xstar - ... Does that sound right? - Steve
From: Alan Weiss on 22 Sep 2009 11:05 You are making an error in the syntax for lsqnonlin. Do not square the terms and sum them in your objective function. Return the vector p - x where p and x are the vectors in question. For an example, see http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/lsqnonlin.html#f662559 You would probably do best to use a nested function, so that the function can access the previous value of x. For an example of using a nested function to access the previous values of x, see http://www.mathworks.com/access/helpdesk/help/techdoc/math/f2-14970.html#f2-935539 Alan Weiss MATLAB mathematical toolbox documentation maria wrote: > I have the function > > objf= sqrt((p(1)-x(1))^2 +(p(2)-x(2))^2); > > I want use the lsqnonlin > > I can use the objf as it is or I have to modify it? I want the new > calculated value of x pass to p, that is p=x and each time that I use > the lsqnonlin the x0=p. I have written the following code. Is it > right? > > > > x0=p; > > lb=293; > > ub=2200; > > options = optimset('LargeScale','off','MaxFunEvals',1000,'TolX', > 1.0E-6); > > [x, fval, exitflag, output]=lsqnonlin (@(x) calculx2 > (x,p),x0,lb,lu,options); > > > > > > function objf= calculx2(x,p) > > objf=sqrt((p(1)-x(1))^2 +(p(2)-x(2))^2); > > > p=x; > > >
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