1
vote
0answers
31 views

using lsqcurvefit to fit piece-wise linear

I would like to use this function to fit piece-wise linearly to a set of data. Namely, I want to fit them with several linear segments. Including other requirements, I would not want the segments ...
1
vote
0answers
30 views

How to minimise an objective function which is not a direct function of the decision variable?

I have a problem with partitioning a water network by closing some pipes. I use some graph theory techniques to find some candidate pipes to close; but to select which pipes among them to close (my ...
0
votes
0answers
267 views

Significant improvement when I use lsqnonlin function with wrong sized X

I was trying to solve a nonlinear least-square optimization problem using matlab function lsqnonlin with default algorithm trust-region-reflective. Let the optimization problem be "minimize ...
1
vote
0answers
164 views

How to solve nonlinear constrained optimization in Matlab?

I have to solve a nonlinear constrained function in matlab, and I am not familiar with it's commands. the problem is: minimize $E(b,c)$ constraints: $k1< c\sqrt{b}< k2 ; c/6>k3$ Note: E(b,c) ...
2
votes
2answers
325 views

Which optimization algorithm converges faster?

everyone. I'm having a large scale unconstrained optimization problem. If I treat the unconstrained problem as a constrained problem with infinity constraints, I should be able to use both the ...
0
votes
0answers
136 views

Choose a right optimization method

I have a question related to optimization method selection. Suppose now I have some observation data (1D) as well as the underlying function model. For example, I use the following codes to generate ...
0
votes
0answers
179 views

Matlab quadprog lower bound constraint ignored?

I am trying to solve an optimization problem with matlabs quadprog function. I have set up the problem to solve only equality constraints with lower bounds of 0. ...
1
vote
0answers
47 views

Implementing Non Linear Optimization

I am trying to calculate model free implied volatility $\sigma_{\mathrm{MF}}$ for a relative performance index using the following method: $$ \sigma_{\mathrm{MF}}^2=2\sum_{i} ...
2
votes
1answer
149 views

non linear optimization

How to solve this optimization problem using matlab or some other tool. I know that, this is a convex problem with non-linear constraint $\rho\geq \rho_{min}$ , so i have tried many times it in ...
0
votes
0answers
135 views

Matlab: Solving $u_t = f(u) u'' + g(u) u' + h(u) u$

I am trying to solve this equation (numerically) $$\dfrac{\partial u}{\partial t}=\dfrac 3 x\dfrac \partial{\partial x}\left(\sqrt x \frac \partial {\partial x}(\nu(u,u^2,\cdots,u^k)u\sqrt ...
1
vote
0answers
152 views

Optimization via Simulation

I want to minimize and objective function $\hat{B_i}$ $i\in l$, which can be computed by a matlab code (assume $\operatorname{findB}(a, b, c)$ returns $B$. I have the following optimization problem: ...
0
votes
1answer
958 views

Differences behind different methods of fminunc in MATLAB?

Assume I have some .m file with a function (and it's gradient) to be used by fminunc() in MATLAB for some unconstrained optimization problem. To solve the problem ...
1
vote
0answers
88 views

Solving multiple phase angles for multiple equations

I have several equations and each have their own individual frequencies and amplitudes. I would like to sum the equations together and adjust the individual phases, ...