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Is there any way to define a loss function in optimization problems?

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Philipp Glira
Philipp Glira on 10 Mar 2021
Edited: Walter Roberson on 10 Mar 2021
Is there any way to define a loss function when setting up an optimization problem using the optimization toolbox?
Main purpose: outlier detection.
Examples for loss functions in other optimization libraries:

Answers (1)

Matt J
Matt J on 10 Mar 2021
Yes, absolutely. Without a function to optimize, it's not an optimization problem.
  2 Comments
Matt J
Matt J on 10 Mar 2021
No, there are no outlier rejection utilities in the Optimization Toolbox solvers. The Computer Vision Toolbox, however, does have a RANSAC routine,
You could also try removing outliers with rmoutliers,

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