Is there a way I can impose Constraints on the model parameters while working with greybox modeling (greyest)?

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I am working with greybox modeling (greyest) using interior point in fmincon. Since we can assign boundry while working with fmincon by itself, I wonder if I can apply to greybox modeling.
Thanks, Rex

Answers (1)

Abhi Sundararaman
Abhi Sundararaman on 31 Jul 2017
Unfortunately this seems to be a limitation in the "greyest" function. It is currently not possible to give a boundary to "greyest" similar to how you can give a boundary to "fmincon". I will notify the developers of this limitation, and they may consider it for a future release.
  1 Comment
Rex Chin-Hao
Rex Chin-Hao on 4 Aug 2017
Hi Abhi,
I found the idgrey can set the bounds for the parameter and later be estimated with fmincon together with greyest.

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