Re: Independent parameters in nonlin_residmin

[Pavel Hofman]

Hi Olaf,

Thanks a lot for your expert reply, I very much appreciate your help. 
Honestly, I am just a beginner with optimization functions and do not 
know exactly the internal procedure, please excuse my ignorance.

This is the problem - I need my function be called/asked/queried as few 
times as possible. Each two pairs of parameters (i.e. quadruples) affect 
only their corresponding 2 items in the residual array.

You talk about the plabel cell array with index of parameter whose 
partial derivative is currently computed - in my case the ideal solution 
would query/compute partial derivatives of all the quadruples (e.g. 10 
quandruples) at once.

The function calculates FFT which generates values for all the 
frequencies at once. If the function is called for each frequency 
separately, the other frequency bins are still being determined and 
subsequently dropped/forgotten. Actually my problem is not the actual 
FFT calculation (light CPU load), but collecting samples for the FFT 
which cannot be sped up as the incoming sample rate is constant and limited.

Or if I could postpone returning the function result until all the 
params are asked about in the iteration cycle, and then call the actual 
determining code. I looked at the user_interaction setting, perhaps some 
multithreaded code blocking at the function until all the params are 
queried, then running the determination code and returning corresponding 
values to their respective threads... probably unfeasible.

Thanks a lot for your patience.

Best regards,

Pavel.
> Hi Pavel,
>
> nonlin_residmin can't prevent your function from computing all
> residuals, your function itself has to prevent unnecessary
> computations. Your function needs some information for this -- this
> information is passed to it by nonlin_residmin. The following
> explanation assumes that you use the default gradient function of
> nonlin_residmin (the feature is not yet implemented for complex step
> derivatives).
>
> In your function, check (e.g. with nargin()) if it is called with a
> second argument. This will be the case if the function is called for
> gradient determination. The second argument will be a structure with a
> field "plabels". plabels{1}{1} should be the number of the parameter
> (its index in the parameter vector) whose partial derivative is
> currently computed. Your function doesn't need to compute residuals
> which are unaffected by this parameter, it can return a constant value
> for them.
>
> Olaf