Re: Question about fmins!

[etienne]

  Hello,

On Mon, June 11, 2007 01:33, rambovn wrote:
#
# Hi,
# I am newbie in octave so I have many questions :)
# Now I am want to find the minimum of a function of several variables. # I am 
trying with fmins but the results are not like I expected :,( # I
want to limit the result for example: My function have x , y as variables, # 
and I want that x value is in the range from 0 to 1, and y is positive.
How # can I do that with fmins? Or is there any other function in octave that 
can # do it for me?

I don't know that Octave has a constrained multi-variable function (does anyone 
know otherwise?), but you can transform your function, say 'f',
defined on [0,1] x [0,+infty] so it's domain is [-infty,+infty] x 
[-infty,+infty].

function z = g (xy)
  z = f (1/2 + tanh (x(1))/2, exp (x(2));
end

That's a well-known trick, see an optimization textbook. Then, with a little 
luck (your mileage may vary, as with all local minimization methods)

  xy_0 = fmins (g, xy_init)

should give you x_min = 1/2 + tanh (xy_0(1))/2 and y_min = exp (xy_0(2)).

  Hth,

  Etienne

# Thank you very much for any help.
# Regards
# Anh
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