I need help to to make this work .I am using the quadprog function but i keep getting the problem is non convex.I would be glad if anyone could help.
1 view (last 30 days)
Show older comments
function [x,IC,SST,SSR,SSE]=Constrained_FLSR_1(h)
D=[-0.04844752 0.041968141 -0.044564664 -0.050000004 -0.324629009 -0.148966655;
-0.304020248 0.131284505 0.472041681 0.352249637 0.098999992 0.281067416;
-0.074829705 -0.049999997 -0.094350919 -0.059151836 0.055000007 -0.154999971;
0.28895241 0.390694469 0.416666657 0.408958316 0.497573376 0.360221535;
-0.098011374 0.012270158 -0.067317739 -0.098011397 0.334000021 -0.120833755;
-0.175849974 -0.160909101 -0.174713209 -0.200000003 0.022500008 -0.18519102;
-0.141403094 -0.004999995 -0.098300003 -0.156213611 -0.048067875 -0.136289001;
-0.210274339 -0.191784486 -0.109999985 -0.15615499 -0.070813216 -0.184634596];
% Large data set
Large_Temp=[1:8];
Largetest=[1:8];
Large=union(Large_Temp,Largetest)
h=0.2;
OUT=D(Large,6)
IN=[ones(length(Large),1) D(Large,1:5)]
[M,N]=size(IN)
H=[2*sum(IN(:,1).^2),2*sum(IN(:,1).*IN(:,2)),2*sum(IN(:,3).*IN(:,1)),2*sum(IN(:,4).*IN(:,1)),2*sum(IN(:,5).*IN(:,1)),2*sum(IN(:,6).*IN(:,1)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,2)),2*sum(IN(:,2).^2),2*sum(IN(:,3).*IN(:,2)),2*sum(IN(:,4).*IN(:,2)),2*sum(IN(:,5).*IN(:,2)),2*sum(IN(:,6).*IN(:,2)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,3)),2*sum(IN(:,2).*IN(:,3)),2*sum(IN(:,3).^2), 2*sum(IN(:,4).*IN(:,3)) ,2*sum(IN(:,5).*IN(:,3)) ,2*sum(IN(:,6).*IN(:,3)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,4)),2*sum(IN(:,2).*IN(:,4)),2*sum(IN(:,3).*IN(:,4)),2*sum(IN(:,4)).^2,2*sum(IN(:,5).*IN(:,4)),2*sum(IN(:,6).*IN(:,4)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,5)),2*sum(IN(:,2).*IN(:,5)),2*sum(IN(:,3).*IN(:,5)),2*sum(IN(:,4).*IN(:,5)),2*sum(IN(:,5).^2),2*sum(IN(:,6).*IN(:,5)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,6)),2*sum(IN(:,2).*IN(:,6)),2*sum(IN(:,3).*IN(:,6)),2*sum(IN(:,4).*IN(:,6)),2*sum(IN(:,5).*IN(:,6)),2*sum(IN(:,6).^2),0,0,0,0,0,0;
0,0,0,0,0,0,(1/3)*sum(IN(:,1).^2),(1/3)*sum(IN(:,1).*IN(:,2)),(1/3)*sum(IN(:,1).*IN(:,3)),(1/3)*sum(IN(:,1).*IN(:,4)),(1/3)*sum(IN(:,1).*IN(:,5)),(1/3)*sum(IN(:,1).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,2)),(1/3)*sum(IN(:,2).^2),(1/3)*sum(IN(:,2).*IN(:,3)),(1/3)*sum(IN(:,2).*IN(:,4)),(1/3)*sum(IN(:,2).*IN(:,5)),(1/3)*sum(IN(:,2).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,3)),(1/3)*sum(IN(:,2).*IN(:,3)),(1/3)*sum(IN(:,3).^2),(1/3)*sum(IN(:,3).*IN(:,4)),(1/3)*sum(IN(:,3).*IN(:,5)),(1/3)*sum(IN(:,3).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,4)),(1/3)*sum(IN(:,2).*IN(:,4)),(1/3)*sum(IN(:,3).*IN(:,4)),(1/3)*sum(IN(:,4).^2),(1/3)*sum(IN(:,4).*IN(:,5)),(1/3)*sum(IN(:,4).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,5)),(1/3)*sum(IN(:,2).*IN(:,5)),(1/3)*sum(IN(:,3).*IN(:,5)),(1/3)*sum(IN(:,4).*IN(:,5)),(1/3)*sum(IN(:,5).^2),(1/3)*sum(IN(:,5).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,6)),(1/3)*sum(IN(:,2).*IN(:,6)),(1/3)*sum(IN(:,3).*IN(:,6)),(1/3)*sum(IN(:,4).*IN(:,6)),(1/3)*sum(IN(:,5).*IN(:,6)),(1/3)*sum(IN(:,5).^2);]
f=[-2*sum(OUT.*IN(:,1));-2*sum(OUT.*IN(:,2));-2*sum(OUT.*IN(:,3));-2*sum(OUT.*IN(:,4));-2*sum(OUT.*IN(:,5));-2*sum(OUT.*IN(:,5));0;0;0;0;0;0]
%A=[-IN -(1-h)*abs(IN);IN -(1-h)*abs(IN);zeros(N,2*N);zeros(N,N) -eye(N,N)]
A=[-IN -(1-h)*(IN);IN -(1-h)*(IN);zeros(N,N) -eye(N,N)]
%b=[-OUT;OUT;zeros(2*N,1)];
b=[-OUT;OUT;zeros(N,1)];
options = optimoptions('quadprog','Algorithm','interior-point-convex');
x=quadprog(H,f,A,b,[],[],[],[],[],options)
antec=x(1:6)
postc=x(7:12)
err=abs(((IN*(antec)-OUT)./OUT))
me=mean(err)
sum1=0;
for i=1:8
sum1=sum1+(err(i,1)-me)^2;
end
voe=sum1/7
0 Comments
Accepted Answer
More Answers (0)
See Also
Categories
Find more on Parallel Computing Fundamentals in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!