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Re: fmincon wrapping nonlin_min
From: |
Olaf Till |
Subject: |
Re: fmincon wrapping nonlin_min |
Date: |
Wed, 1 Jul 2015 09:12:08 +0200 |
User-agent: |
Mutt/1.5.21 (2010-09-15) |
On Wed, Jul 01, 2015 at 04:06:44AM +0100, Asma Afzal wrote:
> Hi Olaf,
>
> Thank you for your detailed response.
>
> One more observation that I want your advice about:
>
> - Any zero value in initial guess vector for nonin_residmin/
> nonlin_min gives an error. Example:
>
> k = 1:10;
> func = @(x) 2 + 2 * k - exp (k * x(1)) - exp (k * x(2));
> x0 = [0;0.5];
> x = nonlin_residmin(func,x0)
>
> warning: division by zero
> warning: called from
> __dfdp__ at line 367 column 21
> __nonlin_residmin__> at line -1 column -1
> __lm_svd__ at line 191 column 9
> __nonlin_residmin__ at line 1125 column 21
> nonlin_residmin at line 98 column 21
> runlsqnonlin at line 9 column 3
> error: svd: cannot take SVD of matrix containing Inf or NaN values
This was due to my changes for TypicalX, disregarding that
sign(0)==0. Fixed now in central repository.
> Matlab gives
>
> x =
>
> 0.2578
> 0.2578
nonlin_residmin with default options returns:
x =
0.25699
0.26171
with 'sumsq (func (x))' greater than for x = [0.2578; 0.2578].
So Matlab performs better in this example if default options are
used. It's probably worth changing this, since it's a simple example
function. You'll probably change some default values of options in
wrapping. If you find options ('TolFun', 'TypicalX', ...) for which
nonlin_residmint performs better for this example, please tell me.
Regards,
Olaf
(PS: You seemingly forgot to CC the maintainers list.)
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- Re: fmincon wrapping nonlin_min,
Olaf Till <=