Problem with optimization

[kaps_nit]

multivariable lsqnonlin

Hi,

Presently I am doing my Msters project. And it involves one optimization.
Now the problem is to find the optimum set of values for a set of variables (3/4) for which a set of functions of these variables (all of them have the same unit) will have minimum value (or within a certain range, say 0-12 micron).
Its a multivariable multifunction optimization.

Can anybody suggest me how I should proceed??

Any kind of help would be highly appriciated.

Thanks

 

[rrumpf]

How nonlinear is your problem? If you are looking for a quick solution, try the lsqnonlin command in matlab.

-Tip

 

[kaps_nit]

I have referred to this command 'lsqnonlin' in Matlab. But as I could see it only find the solution for single function.
But my optimization problem is for multiple functions.

 

[rrumpf]

You can still use the lsqnonlin function. One of its input arguments is an array X that will contain the input arguments for whatever number of functions you have in mind. You will then have to create your own single function that will take these input arguments and call all of the other functions you have in mind. The function you write, then returns the output of all the other functions to lsqnonlin.

-Tip

 

[kaps_nit]

thanks for your reply. let me try this out