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Optimization using lsqnonneg function
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I have to find value of x that minimizes norm of|C*exp(x) - d| subject to x >= 0. I am finding the value of exp(x) that minimizes norm of|C*exp(x) - d| using lsqnonneg function of MATLAB and further I am taking logarthmic of exp(x) to find the value of x. Is this a correct approach or is there some other way in MATLAB to do so? I would appreciate suggestions.
10 Commenti
Torsten
il 10 Nov 2015
Then solve
min: ||C*y-d||^2 subject to y>=0
with lsqnonneg. x=log(y) will be the solution of the original problem.
Best wishes
Torsten.
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