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Re: Question about fmins!


From: rambovn
Subject: Re: Question about fmins!
Date: Tue, 12 Jun 2007 00:32:40 -0700 (PDT)

Hi, Thank you for your help, according to your reply, I should limit my
function, is it right? But in my project, I don't know the boundaries of the
function, I just know the boundaries of the variables  :,(.
But I will try to use your answer for my variables. Hope it works.
Thank you again
Regards
Anh


Etienne Grossmann-6 wrote:
> .   Hello,
> 
> 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
> 
> 

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