optimization with many variables - lsqnonlin

52 visualizzazioni (ultimi 30 giorni)
Hi, I have an optimization problem with a large amount of variables. could be 100-10,000. Assuming that I can produce a similar amount of function, and that I have good starting guess, How many variables can lsqnonlin handle?
Is there a better mathod to solve these type of problems?
thanks

Risposta accettata

Alan Weiss
Alan Weiss il 13 Feb 2014
There is no set limit on the number of variables you can use. People routinely use Optimization Toolbox to solve nonlinear problems with thousands of variables. With a good starting guess, you can expect lsqnonlin to work.
That said, there are techniques that can speed lsqnonlin, such as using a Jacobian pattern or analytic Jacobian, or even a Jacobian multiply function. See lsqnonlin options.
Alan Weiss
MATLAB mathematical toolbox documentation

Più risposte (1)

Abdelwahab Afifi
Abdelwahab Afifi il 12 Mag 2020
I wanna avoid defining these large variables manually. Is there any simple method for this?
x(1) x(2) x(3) ...... x(n)

Prodotti

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by