Question

Second Order optimality fmincon

Someone explained the second order condition for optimality of a constrained optimization problem here: https://math.stackexch...

1 year ago | 0 answers | 0

Question

Incorrect solution for symmetric problems in fmincon

If I maximize XX(1)^2+XX(2)^2 subject to x1 + x2 <=1 and use starting value X0=[0.5,0.5] I get as solution X=[0.5,0.5], although...

1 year ago | 1 answer | 0

Question

patternsearch with nonlinear equality constraint: any advice for more efficient steps?

Dear all, I have a constrained optimization problem which is not differentiable (because of some random errors), but it should ...

2 years ago | 0 answers | 0

Answered

How to normalize curves with multiple peaks such that each peak will be 1 and each valley will be 0?

Yeah, you would have to calculate a scaling factor for each peak/trough. In one dimension you can then use the scaling factor fo...

How to normalize curves with multiple peaks such that each peak will be 1 and each valley will be 0?

Yeah, you would have to calculate a scaling factor for each peak/trough. In one dimension you can then use the scaling factor fo...

2 years ago | 0

Answered

Tangent at a given point to a nonlinear curve

I think you need to be a bit more precise in what you want: you have data with errors in them, and you want to fit a curve that ...

Tangent at a given point to a nonlinear curve

I think you need to be a bit more precise in what you want: you have data with errors in them, and you want to fit a curve that ...

2 years ago | 0

| accepted

Answered

Matlab R2014A blurry on high-dpi windows device

Two things did it for me: 1. go to matlab/bin and right click application, choose compatibility and check "disable scaling on h...

Matlab R2014A blurry on high-dpi windows device

Two things did it for me: 1. go to matlab/bin and right click application, choose compatibility and check "disable scaling on h...

5 years ago | 0

Answered

fmincon and exitflag = -2 or 2 / non respect of constrained conditions

getting exit message 2 is not bad but if you insist on having 1, you could try to use smaller values for TolX (ie.. 1e-10 or eve...

fmincon and exitflag = -2 or 2 / non respect of constrained conditions

getting exit message 2 is not bad but if you insist on having 1, you could try to use smaller values for TolX (ie.. 1e-10 or eve...

6 years ago | 0

| accepted

Answered

Why does the first value in loop get overwritten

Thanks guys... normally i never save iteration variables like 'fi' but in this case the files contained "fi = 1". very silly

Why does the first value in loop get overwritten

Thanks guys... normally i never save iteration variables like 'fi' but in this case the files contained "fi = 1". very silly

8 years ago | 0

Question

Why does the first value in loop get overwritten

For some reason when fi == 1, NPV_list(1,1) is inserted correctly, but when fi=2 the value gets overwritten, which i dont unders...

8 years ago | 3 answers | 0

Answered

Vectorize sum of discount rates

thank you all for you answers... all did what i wanted, but the one by Matt Fig is the most simple

Vectorize sum of discount rates

thank you all for you answers... all did what i wanted, but the one by Matt Fig is the most simple

8 years ago | 0

Question

Vectorize sum of discount rates

Hi, I want to vectorize the calculation of series like this: [R^0;R^0+R^1;R^0+R^1+R^2;...etc. Im quite sure this should b...

8 years ago | 4 answers | 0

Answered

sum elements of matrix if...

It seems i can not edit my comment... so here again (sorry for mess, but i forgot to 'code' my code) Ok, i was not clear let ...

sum elements of matrix if...

It seems i can not edit my comment... so here again (sorry for mess, but i forgot to 'code' my code) Ok, i was not clear let ...

8 years ago | 0

Question

sum elements of matrix if...

Hi, lets say i have two matrices: A=rand(5,10); B=[ones(1,10);3*ones(1,10);ones(1,10);ones(1,10);3*ones(1,10)]; I...

8 years ago | 2 answers | 0

Answered

fixed-point iteration for root finding

a while loop might be a good idea: err_lim = 1e-6; x_new = %initial guess err = err_lim *2; %arbitrary to pass while ...

fixed-point iteration for root finding

a while loop might be a good idea: err_lim = 1e-6; x_new = %initial guess err = err_lim *2; %arbitrary to pass while ...

8 years ago | 0

Answered

how to solve a system of equations with n equation and m unknown (m>n)?

i think fmincon (constrained optimization) will work best... if you try to minimize some error use as the objective: objective=e...

how to solve a system of equations with n equation and m unknown (m>n)?

i think fmincon (constrained optimization) will work best... if you try to minimize some error use as the objective: objective=e...

8 years ago | 0

Answered

How to stop nonlinear fitting and obtain the results of fitting at that iteration

the display iter only displays something after an iteration is complete (after all function evaluations of that iteration are do...

How to stop nonlinear fitting and obtain the results of fitting at that iteration

the display iter only displays something after an iteration is complete (after all function evaluations of that iteration are do...

8 years ago | 0

Answered

How to stop nonlinear fitting and obtain the results of fitting at that iteration

im no expert on this (sorry) but did you try the 'output' function thingy... i know for most optimizers there is such a thing. i...

How to stop nonlinear fitting and obtain the results of fitting at that iteration

im no expert on this (sorry) but did you try the 'output' function thingy... i know for most optimizers there is such a thing. i...

8 years ago | 0

Answered

what is the optimal way to build a sparse matrix from row/col index, and value data?

did you check 'sparse'? i think this will do what you want: S = sparse(i,j,s) where i,j,s are your 3 column vectors... htt...

what is the optimal way to build a sparse matrix from row/col index, and value data?

did you check 'sparse'? i think this will do what you want: S = sparse(i,j,s) where i,j,s are your 3 column vectors... htt...

8 years ago | 0

| accepted

Answered

Optimization: Which algorithms I should choose when it's difficult to define an objective function?

...and if your problem is continuous, then the other optimizers are more usefull (fminsearch, fminunc, fsolve, fmincon,...). ...

Optimization: Which algorithms I should choose when it's difficult to define an objective function?

...and if your problem is continuous, then the other optimizers are more usefull (fminsearch, fminunc, fsolve, fmincon,...). ...

8 years ago | 0

Answered

how can i remove this error in matlab?

ermm, what error? and what do you actually want the line to achieve? i mean, the code wants to assign a matrix with blanks to co...

how can i remove this error in matlab?

ermm, what error? and what do you actually want the line to achieve? i mean, the code wants to assign a matrix with blanks to co...

8 years ago | 0

Question

Problem using 'deal' for objective and gradient in comb. with 'DerivativeCheck'

When using optimization tools I usually keep my objective function and gradient function as separate subfunctions and then use '...

8 years ago | 1 answer | 0

Answered

The problem in fminsearch function error

i dont know what you want this to do: x = sym(zeros(6,1)); for i=1:1:6 x(i) = sym(sprintf('x%d',i)); end or: ...

The problem in fminsearch function error

i dont know what you want this to do: x = sym(zeros(6,1)); for i=1:1:6 x(i) = sym(sprintf('x%d',i)); end or: ...

8 years ago | 0

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Question

Calculating stationary distribution of Markov chain

I am calculating the stationary distribution of a Markov chain. The transition matrix P is sparse (at most 4 entries in every co...

8 years ago | 2 answers | 1

Question

me not like new lay out of this section! (not a question)

i dislike the new lay out of this section, because now only 2 or 3 questions fit on my screen, ie. any overview is lacking and i...

8 years ago | 2 answers | 2

Answered

problem with dynamic optimization solution when increasing the scaling parameter value of the objective function

What is your utility function and how do you scale it? And is zero also your starting value for the controls? The only thing...

problem with dynamic optimization solution when increasing the scaling parameter value of the objective function

What is your utility function and how do you scale it? And is zero also your starting value for the controls? The only thing...

8 years ago | 0

Answered

Question about fsolve

first you should try yourself to solve the equation when there is just 1 line (1 a and a_1). see what's happening... and then in...

Question about fsolve

first you should try yourself to solve the equation when there is just 1 line (1 a and a_1). see what's happening... and then in...

8 years ago | 0

| accepted

Answered

Vectorizing finding indexes

Hmmmmm, andrei and jamie: do your solutions only work when Y consists of integers??? In my example Y was just integers, but in f...

Vectorizing finding indexes

Hmmmmm, andrei and jamie: do your solutions only work when Y consists of integers??? In my example Y was just integers, but in f...

8 years ago | 0

Question

Vectorizing finding indexes

hi, i have a vector X and a vector Y (both in ascending order). for every element in X i want the indexes of the values in Y be...

8 years ago | 4 answers | 0

Answered

using fminsearch on several data sets simultaneously

As an alternative you could make an optimization routine for K only. That way you would not need fminunc. It would look very ...

using fminsearch on several data sets simultaneously

As an alternative you could make an optimization routine for K only. That way you would not need fminunc. It would look very ...

8 years ago | 1

| accepted

Answered

using fminsearch on several data sets simultaneously

To answer the original post: if you have N data sets, you just have to combine the objective functions for the N data sets, so ...

using fminsearch on several data sets simultaneously

To answer the original post: if you have N data sets, you just have to combine the objective functions for the N data sets, so ...

8 years ago | 0