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Re: minimization problem, sqp


From: Juan Pablo Carbajal
Subject: Re: minimization problem, sqp
Date: Mon, 25 Feb 2013 15:46:35 +0100

On Mon, Feb 25, 2013 at 3:32 PM, Urs Hackstein
<address@hidden> wrote:
>
>
> ---------- Forwarded message ----------
> From: Urs Hackstein <address@hidden>
> Date: 2013/2/25
> Subject: Re: minimization problem, sqp
> To: Juan Pablo Carbajal <address@hidden>
>
>
> Hi Juan,
>
> the problem is that my attempt does not work and I am not familiar enough
> with the sqp syntax to get the x(1),...,x(7) as output. Thus any suggestions
> for a correct program?
>
>
> Sincerely yours,
>
> Urs Hackstein
>
> 2013/2/25 Juan Pablo Carbajal <address@hidden>
>>
>> On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein
>> <address@hidden> wrote:
>> > Dear list,
>> >
>> > I am relatively new to octave and dealing with the following
>> > minimization
>> > problem:
>> > Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex numbers.
>> > My
>> > goal is to determine the real numbers x(1), x(2), x(3),
>> > x(4),x(5),x(6),x(7)
>> > with -1<=x(j)<=1, j=1,..,7, such that the function
>> >
>> >
>> > (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2
>> > takes its minimal value.
>> >
>> > I made the following attempt using sqp:
>> >
>> > function erg=fun(x)
>> >
>> > erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2
>> > endfunction
>> >
>> > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7)
>> > global b;
>> > minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1])
>> > endfunction
>> >
>> > Thanks a lot in advance!
>> >
>> > Sincerely yours,
>> >
>> > Urs Hackstein
>> >
>> > _______________________________________________
>> > Help-octave mailing list
>> > address@hidden
>> > https://mailman.cae.wisc.edu/listinfo/help-octave
>> >
>>
>>  Hi Urs,
>>
>> Great! and what is the problem?
>
>
>
>
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Urs,

Ok, have you try reading the help of sqp?
> help sqp

If you have questions after reading that we can help you, but do
please read the manual. also search the web, there are plenty of
examples using sqp


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