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Frank


Last seen: ungefär 2 månader ago Active since 2018

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lambda in fmincon Interior-Point Algorithm with Analytic Hessian
I am trying to use fmincon Interior-Point Algorithm with Analytic Hessian (https://www.mathworks.com/help/optim/ug/fmincon-inter...

ungefär 2 månader ago | 2 answers | 0

2

answers

Question


how does fmincon deal with ill-conditioned problem?
Do I need to do regularization to my problem such as with Tikhonov regularization before applying fmincon? Thank you very much!...

10 månader ago | 3 answers | 0

3

answers

Question


selecting units for (1) scaling of variable and (2) condition number minimization
In gradient-based optimization problem, selecting units can influence the condition number of the gradient. A smaller condition...

12 månader ago | 1 answer | 1

1

answer

Question


fmincon stopped when Norm of step is far larger than StepTolerance
My Norm of step is about 10 and my StepTolerance is 1.0000e-14. Then Matlab says: fmincon stopped because the size of the curr...

12 månader ago | 1 answer | 1

1

answer

Question


how does fmincon interior-point algorithm deals wtih underdetermined system?
I am working on a tomography problem that may become underdetermined during iteration. To handle this, I may give NaN to fmincon...

ungefär ett år ago | 1 answer | 0

1

answer

Question


my nonlinear constraints HAVE to be satisfied, what to do next?
I am working on a sophisticated anisotropic tomographic modeling project. I recently learned that the fmincon function in MATLAB...

ungefär ett år ago | 2 answers | 0

2

answers

Question


Is it it possible to make fmincon strictly follows the nonlinear constraints?
I have searched and read many articles but didn't find the answer. I often use the fmincon interior-point algorithm. I understa...

ungefär ett år ago | 1 answer | 0

1

answer

Question


fmincon nonlinear inequality constraint including variable with range?
function [c,ceq] = nonlcon(x) c(1) The above is the name and content of a nonlinear inequality constraint. If I want to write...

ungefär ett år ago | 1 answer | 0

1

answer

Question


Square root in objective function must appear as nonlinear constraints for optimization?
The title already described my question. Let me give a specific example: If I have in my objective function for fmincon to opt...

mer än 5 år ago | 4 answers | 0

4

answers

Answered
How to solve LMIs with equality constraints using MATLAB?
Section 2.5 of Byod's book Linear Matrix Inequalities in System and Control Theory specifically talks about this problem.

mer än 5 år ago | 0

Answered
Function handle in lsqr
Thank you indeed for your very very specific answer to this question!

ungefär 6 år ago | 0

Question


Function handle in lsqr
https://www.mathworks.com/help/matlab/ref/lsqr.html In the above page, there is code: function y = afun(x,transp_flag) ...

ungefär 6 år ago | 2 answers | 0

2

answers