fminsearchbnd, fminsearchcon

Bound constrained optimization using fminsearch
45,8K download
Aggiornato 6 feb 2012

Visualizza la licenza

Nota dell'editore: This file was selected as MATLAB Central Pick of the Week

Fminsearch does not admit bound constraints.
However simple transformation methods exist to
convert a bound constrained problem into an
unconstrained problem.

Fminsearchbnd is used exactly like fminsearch,
except that bounds are applied to the variables.
The bounds are applied internally, using a
transformation of the variables. (Quadratic for
single bounds, sin(x) for dual bounds.)

The bounds are inclusive inequalities, which admit
the boundary values themselves, but will not permit
ANY function evaluations outside the bounds.

Note that fminsearchbnd allows the user to exactly fix a variable at some given value, by setting both bounds to the exact same value.

Example usage:
rosen = @(x) (1-x(1)).^2 + 105*(x(2)-x(1).^2).^2;

% unconstrained fminsearch solution
fminsearch(rosen,[3 3])
ans =
1.0000 1.0000

% Lower bounds, no upper bounds
fminsearchbnd(rosen,[2.5 2.5],[2 2],[])
ans =
2.0000 4.0000

Lower bounds on both vars, upper bound on x(2)
fminsearchbnd(rosen,[2.5 2.5],[2 2],[inf 3])
ans =
2.0000 3.0000

I've now included fminsearchcon in the package, a tool that also allows nonlinear constraints.

Cita come

John D'Errico (2024). fminsearchbnd, fminsearchcon (, MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R14SP1
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!


Versione Pubblicato Note della release

Fixed outputfcn bug when fminsearch is never actually called

Bug fix - allow an OutputFcn to operate properly, providing the parameter values in the correct domain.