repeat fmincon get more time at each try!!!

3 visualizzazioni (ultimi 30 giorni)
Sadjad Yazdani
Sadjad Yazdani il 30 Lug 2017
I have 10000 minimization which are part of model fitting the different between optimization is just observation which are randomly permute. I use fmincon for optimization. My problem is why elapse time by fmincon grow slowly from 5 sec to about 19 sec???
OptimizerOptions = optimset('Display','off','MaxIter',100,'TolX',0.01,'Algorithm','interior-point');
Fitted=zeros(10000,m);
for i=1:10000
OBJ=@x ModelError(X,Observation(i,:));
InitialX = Low+(High-Low)rand(1,m);
tic
Fitted(i,:)=fmincon(OBJ,InitialX,[],[],[],[],Low,High,[],OptimizerOptions);
toc
end
this code is the part of my code which the elapsed time changed. did any one have such problem? or any tips?

Risposte (0)

Categorie

Scopri di più su Econometrics Toolbox in Help Center e File Exchange

Community Treasure Hunt

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

Start Hunting!

Translated by