minimization problem, sqp
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Dear list,
I am relatively new to octave and dealing with the following minimization problem: Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex numbers. My goal is to determine the real numbers x(1), x(2), x(3), x(4),x(5),x(6),x(7) with -1<=x(j)<=1, j=1,..,7, such that the function (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 takes its minimal value. I made the following attempt using sqp: function erg=fun(x) erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 endfunction function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) global b; minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) endfunction Thanks a lot in advance! Sincerely yours, Urs Hackstein _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
Re: minimization problem, sqp
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On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein
<[hidden email]> wrote: > Dear list, > > I am relatively new to octave and dealing with the following minimization > problem: > Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex numbers. My > goal is to determine the real numbers x(1), x(2), x(3), x(4),x(5),x(6),x(7) > with -1<=x(j)<=1, j=1,..,7, such that the function > > (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 > takes its minimal value. > > I made the following attempt using sqp: > > function erg=fun(x) > erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 > endfunction > > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) > global b; > minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) > endfunction > > Thanks a lot in advance! > > Sincerely yours, > > Urs Hackstein > > _______________________________________________ > Help-octave mailing list > [hidden email] > https://mailman.cae.wisc.edu/listinfo/help-octave > Hi Urs, Great! and what is the problem? _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
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---------- Forwarded message ---------- From: Urs Hackstein <[hidden email]> Date: 2013/2/25 Subject: Re: minimization problem, sqp To: Juan Pablo Carbajal <[hidden email]> Hi Juan, the problem is that my attempt does not work and I am not familiar enough with the sqp syntax to get the x(1),...,x(7) as output. Thus any suggestions for a correct program? Sincerely yours, Urs Hackstein 2013/2/25 Juan Pablo Carbajal <[hidden email]>
_______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
Re: minimization problem, sqp
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On Mon, Feb 25, 2013 at 3:32 PM, Urs Hackstein
<[hidden email]> wrote: > > > ---------- Forwarded message ---------- > From: Urs Hackstein <[hidden email]> > Date: 2013/2/25 > Subject: Re: minimization problem, sqp > To: Juan Pablo Carbajal <[hidden email]> > > > Hi Juan, > > the problem is that my attempt does not work and I am not familiar enough > with the sqp syntax to get the x(1),...,x(7) as output. Thus any suggestions > for a correct program? > > > Sincerely yours, > > Urs Hackstein > > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein >> <[hidden email]> wrote: >> > Dear list, >> > >> > I am relatively new to octave and dealing with the following >> > minimization >> > problem: >> > Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex numbers. >> > My >> > goal is to determine the real numbers x(1), x(2), x(3), >> > x(4),x(5),x(6),x(7) >> > with -1<=x(j)<=1, j=1,..,7, such that the function >> > >> > >> > (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> > takes its minimal value. >> > >> > I made the following attempt using sqp: >> > >> > function erg=fun(x) >> > >> > erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> > endfunction >> > >> > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) >> > global b; >> > minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) >> > endfunction >> > >> > Thanks a lot in advance! >> > >> > Sincerely yours, >> > >> > Urs Hackstein >> > >> > _______________________________________________ >> > Help-octave mailing list >> > [hidden email] >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> > >> >> Hi Urs, >> >> Great! and what is the problem? > > > > > _______________________________________________ > Help-octave mailing list > [hidden email] > https://mailman.cae.wisc.edu/listinfo/help-octave > Urs, Ok, have you try reading the help of sqp? > help sqp If you have questions after reading that we can help you, but do please read the manual. also search the web, there are plenty of examples using sqp _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
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Juan,
I read the manual before posting my question (my attempt was the result of reading it) and I did it again, but it didn't help. I still get the error "`b' undefined near line 3 column 6" and don't know how to fix it. Perhaps the problem is that fun is not just a function of x, but also of b and the psj, but, as I said, I don't know how to fix it. 2013/2/25 Juan Pablo Carbajal <[hidden email]> On Mon, Feb 25, 2013 at 3:32 PM, Urs Hackstein _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
Re: minimization problem, sqp
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On Mon, Feb 25, 2013 at 4:37 PM, Urs Hackstein
<[hidden email]> wrote: > Juan, > > I read the manual before posting my question (my attempt was the result of > reading it) and I did it again, but it didn't help. I still get the error > "`b' undefined near line 3 column 6" and don't know how to fix it. Perhaps > the problem is that fun is not just a function of x, but also of b and the > psj, but, as I said, I don't know how to fix it. > > > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> On Mon, Feb 25, 2013 at 3:32 PM, Urs Hackstein >> <[hidden email]> wrote: >> > >> > >> > ---------- Forwarded message ---------- >> > From: Urs Hackstein <[hidden email]> >> > Date: 2013/2/25 >> > Subject: Re: minimization problem, sqp >> > To: Juan Pablo Carbajal <[hidden email]> >> > >> > >> > Hi Juan, >> > >> > the problem is that my attempt does not work and I am not familiar >> > enough >> > with the sqp syntax to get the x(1),...,x(7) as output. Thus any >> > suggestions >> > for a correct program? >> > >> > >> > Sincerely yours, >> > >> > Urs Hackstein >> > >> > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> >> >> On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein >> >> <[hidden email]> wrote: >> >> > Dear list, >> >> > >> >> > I am relatively new to octave and dealing with the following >> >> > minimization >> >> > problem: >> >> > Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex >> >> > numbers. >> >> > My >> >> > goal is to determine the real numbers x(1), x(2), x(3), >> >> > x(4),x(5),x(6),x(7) >> >> > with -1<=x(j)<=1, j=1,..,7, such that the function >> >> > >> >> > >> >> > >> >> > (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> >> > takes its minimal value. >> >> > >> >> > I made the following attempt using sqp: >> >> > >> >> > function erg=fun(x) >> >> > >> >> > >> >> > erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> >> > endfunction >> >> > >> >> > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) >> >> > global b; >> >> > >> >> > minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) >> >> > endfunction >> >> > >> >> > Thanks a lot in advance! >> >> > >> >> > Sincerely yours, >> >> > >> >> > Urs Hackstein >> >> > >> >> > _______________________________________________ >> >> > Help-octave mailing list >> >> > [hidden email] >> >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> >> > >> >> >> >> Hi Urs, >> >> >> >> Great! and what is the problem? >> > >> > >> > >> > >> > _______________________________________________ >> > Help-octave mailing list >> > [hidden email] >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> > >> >> Urs, >> >> Ok, have you try reading the help of sqp? >> > help sqp >> >> If you have questions after reading that we can help you, but do >> please read the manual. also search the web, there are plenty of >> examples using sqp > > Hi Urs, Yes, that may be a problem. Lets say you want of din the minimum of the function f(x; a, b) = x*(a*x + b) The function is parametrized by a and b, i.e. it represents a family of functions. To optimize you have to specify which one you want to work with. So we create the parametrized function function y = f (x, p) y = x .* (p(1)*x + p(2)); endfunction Before we can pass it to sqp we have to define the values of the parameters, one way of doing that is using a wrapper (I think is the recommended way, though it may be less efficient than other ways, but do not know for how much) a = 1; b = -1; fwrap = @(x) f (x,[a,b]) Then we can call sqp sqp (2*rand(1)-1, fwrap) and I get ans = 0.50000 as expected. Hope this solves your problem _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
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Hi Juan,
thanks a lot for your explanations. If I understand you correctly, my script should be the following: function erg=funp(x,p) erg=(p(1)-x(1).*p(2)-x(2).*p(3)-x(3).*p(4)-x(4).*p(5)-x(5).*p(6)-x(6).*p(7)-x(7).*p(8)).^2 endfunction function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) global b; global ps1; global ps2; global ps3; global ps4; global ps5; global ps6; global ps7; a1=b; a2=ps1; a3=ps2; a4=ps3; a5=ps4; a6=ps5; a7=ps6; a8=ps7; funpwrap=@(x)funp(x,[a1,a2,a3,a4,a5,a6,a7,a8]) minimi=sqp([0;0;0;0;0;0;0],funpwrap,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) endfunction But if I call minimize(2,1,0,0,0,0,0,0), I receive the following error: funpwrap = @(x) funp (x, [a1, a2, a3, a4, a5, a6, a7, a8]) error: A(I): Index exceeds matrix dimension. error: called from: error: /home/hackstein/Dominantepole/funp.m at line 2, column 4 error: at line -1, column -1 error: /usr/share/octave/3.2.4/m/optimization/sqp.m at line 347, column 9 error: /home/hackstein/Dominantepole/minimize.m at line 12, column 7 How can we get rid of this error?
2013/2/28 Juan Pablo Carbajal <[hidden email]> On Mon, Feb 25, 2013 at 4:37 PM, Urs Hackstein _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
Re: minimization problem, sqp
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On Thu, Feb 28, 2013 at 2:24 PM, Urs Hackstein
<[hidden email]> wrote: > Hi Juan, > > thanks a lot for your explanations. If I understand you correctly, my script > should be the following: > > function erg=funp(x,p) > erg=(p(1)-x(1).*p(2)-x(2).*p(3)-x(3).*p(4)-x(4).*p(5)-x(5).*p(6)-x(6).*p(7)-x(7).*p(8)).^2 > endfunction > > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) > global b; > global ps1; > global ps2; > global ps3; > global ps4; > global ps5; > global ps6; > global ps7; > a1=b; a2=ps1; a3=ps2; a4=ps3; a5=ps4; a6=ps5; a7=ps6; a8=ps7; > funpwrap=@(x)funp(x,[a1,a2,a3,a4,a5,a6,a7,a8]) > minimi=sqp([0;0;0;0;0;0;0],funpwrap,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) > endfunction > > But if I call minimize(2,1,0,0,0,0,0,0), I receive the following error: > funpwrap = > > @(x) funp (x, [a1, a2, a3, a4, a5, a6, a7, a8]) > > error: A(I): Index exceeds matrix dimension. > error: called from: > error: /home/hackstein/Dominantepole/funp.m at line 2, column 4 > error: at line -1, column -1 > error: /usr/share/octave/3.2.4/m/optimization/sqp.m at line 347, column 9 > error: /home/hackstein/Dominantepole/minimize.m at line 12, column 7 > > How can we get rid of this error? > > > 2013/2/28 Juan Pablo Carbajal <[hidden email]> >> >> On Mon, Feb 25, 2013 at 4:37 PM, Urs Hackstein >> <[hidden email]> wrote: >> > Juan, >> > >> > I read the manual before posting my question (my attempt was the result >> > of >> > reading it) and I did it again, but it didn't help. I still get the >> > error >> > "`b' undefined near line 3 column 6" and don't know how to fix it. >> > Perhaps >> > the problem is that fun is not just a function of x, but also of b and >> > the >> > psj, but, as I said, I don't know how to fix it. >> > >> > >> > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> >> >> On Mon, Feb 25, 2013 at 3:32 PM, Urs Hackstein >> >> <[hidden email]> wrote: >> >> > >> >> > >> >> > ---------- Forwarded message ---------- >> >> > From: Urs Hackstein <[hidden email]> >> >> > Date: 2013/2/25 >> >> > Subject: Re: minimization problem, sqp >> >> > To: Juan Pablo Carbajal <[hidden email]> >> >> > >> >> > >> >> > Hi Juan, >> >> > >> >> > the problem is that my attempt does not work and I am not familiar >> >> > enough >> >> > with the sqp syntax to get the x(1),...,x(7) as output. Thus any >> >> > suggestions >> >> > for a correct program? >> >> > >> >> > >> >> > Sincerely yours, >> >> > >> >> > Urs Hackstein >> >> > >> >> > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> >> >> >> >> On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein >> >> >> <[hidden email]> wrote: >> >> >> > Dear list, >> >> >> > >> >> >> > I am relatively new to octave and dealing with the following >> >> >> > minimization >> >> >> > problem: >> >> >> > Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex >> >> >> > numbers. >> >> >> > My >> >> >> > goal is to determine the real numbers x(1), x(2), x(3), >> >> >> > x(4),x(5),x(6),x(7) >> >> >> > with -1<=x(j)<=1, j=1,..,7, such that the function >> >> >> > >> >> >> > >> >> >> > >> >> >> > >> >> >> > (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> >> >> > takes its minimal value. >> >> >> > >> >> >> > I made the following attempt using sqp: >> >> >> > >> >> >> > function erg=fun(x) >> >> >> > >> >> >> > >> >> >> > >> >> >> > erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> >> >> > endfunction >> >> >> > >> >> >> > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) >> >> >> > global b; >> >> >> > >> >> >> > >> >> >> > minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) >> >> >> > endfunction >> >> >> > >> >> >> > Thanks a lot in advance! >> >> >> > >> >> >> > Sincerely yours, >> >> >> > >> >> >> > Urs Hackstein >> >> >> > >> >> >> > _______________________________________________ >> >> >> > Help-octave mailing list >> >> >> > [hidden email] >> >> >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> >> >> > >> >> >> >> >> >> Hi Urs, >> >> >> >> >> >> Great! and what is the problem? >> >> > >> >> > >> >> > >> >> > >> >> > _______________________________________________ >> >> > Help-octave mailing list >> >> > [hidden email] >> >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> >> > >> >> >> >> Urs, >> >> >> >> Ok, have you try reading the help of sqp? >> >> > help sqp >> >> >> >> If you have questions after reading that we can help you, but do >> >> please read the manual. also search the web, there are plenty of >> >> examples using sqp >> > >> > >> >> Hi Urs, >> >> Yes, that may be a problem. Lets say you want of din the minimum of the >> function >> >> f(x; a, b) = x*(a*x + b) >> >> The function is parametrized by a and b, i.e. it represents a family >> of functions. To optimize you have to specify which one you want to >> work with. >> So we create the parametrized function >> >> function y = f (x, p) >> y = x .* (p(1)*x + p(2)); >> endfunction >> >> Before we can pass it to sqp we have to define the values of the >> parameters, one way of doing that is using a wrapper (I think is the >> recommended way, though it may be less efficient than other ways, but >> do not know for how much) >> >> a = 1; b = -1; >> fwrap = @(x) f (x,[a,b]) >> >> Then we can call sqp >> >> sqp (2*rand(1)-1, fwrap) >> >> and I get >> >> ans = 0.50000 >> >> as expected. >> >> Hope this solves your problem > > First, If you use the me wrapper method you do not need the global variables nor the minimize function. function erg = funp(x,p) erg = ( p(1) - p(2:end) * x(:) ).^2 endfunction funpwrap = @(x)funp(x,[b,ps1,ps2,ps3,ps4,ps5,ps6,ps7]) x0 = zeros (7,1); lbound = -1; ubound = 1; sqp (x0, funpwrap,[],[],lbound,ubound) Now, read the help of sqp again more carefully, I think you haven't payed enough attention. _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
Re: minimization problem, sqp
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On Tue, Mar 5, 2013 at 6:04 PM, Urs Hackstein
<[hidden email]> wrote: > > > 2013/2/28 Juan Pablo Carbajal <[hidden email]> >> >> On Thu, Feb 28, 2013 at 2:24 PM, Urs Hackstein >> <[hidden email]> wrote: >> > Hi Juan, >> > >> > thanks a lot for your explanations. If I understand you correctly, my >> > script >> > should be the following: >> > >> > function erg=funp(x,p) >> > >> > erg=(p(1)-x(1).*p(2)-x(2).*p(3)-x(3).*p(4)-x(4).*p(5)-x(5).*p(6)-x(6).*p(7)-x(7).*p(8)).^2 >> > endfunction >> > >> > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) >> > global b; >> > global ps1; >> > global ps2; >> > global ps3; >> > global ps4; >> > global ps5; >> > global ps6; >> > global ps7; >> > a1=b; a2=ps1; a3=ps2; a4=ps3; a5=ps4; a6=ps5; a7=ps6; a8=ps7; >> > funpwrap=@(x)funp(x,[a1,a2,a3,a4,a5,a6,a7,a8]) >> > >> > minimi=sqp([0;0;0;0;0;0;0],funpwrap,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) >> > endfunction >> > >> > But if I call minimize(2,1,0,0,0,0,0,0), I receive the following error: >> > funpwrap = >> > >> > @(x) funp (x, [a1, a2, a3, a4, a5, a6, a7, a8]) >> > >> > error: A(I): Index exceeds matrix dimension. >> > error: called from: >> > error: /home/hackstein/Dominantepole/funp.m at line 2, column 4 >> > error: at line -1, column -1 >> > error: /usr/share/octave/3.2.4/m/optimization/sqp.m at line 347, >> > column 9 >> > error: /home/hackstein/Dominantepole/minimize.m at line 12, column 7 >> > >> > How can we get rid of this error? >> > >> > >> > 2013/2/28 Juan Pablo Carbajal <[hidden email]> >> >> >> >> On Mon, Feb 25, 2013 at 4:37 PM, Urs Hackstein >> >> <[hidden email]> wrote: >> >> > Juan, >> >> > >> >> > I read the manual before posting my question (my attempt was the >> >> > result >> >> > of >> >> > reading it) and I did it again, but it didn't help. I still get the >> >> > error >> >> > "`b' undefined near line 3 column 6" and don't know how to fix it. >> >> > Perhaps >> >> > the problem is that fun is not just a function of x, but also of b >> >> > and >> >> > the >> >> > psj, but, as I said, I don't know how to fix it. >> >> > >> >> > >> >> > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> >> >> >> >> On Mon, Feb 25, 2013 at 3:32 PM, Urs Hackstein >> >> >> <[hidden email]> wrote: >> >> >> > >> >> >> > >> >> >> > ---------- Forwarded message ---------- >> >> >> > From: Urs Hackstein <[hidden email]> >> >> >> > Date: 2013/2/25 >> >> >> > Subject: Re: minimization problem, sqp >> >> >> > To: Juan Pablo Carbajal <[hidden email]> >> >> >> > >> >> >> > >> >> >> > Hi Juan, >> >> >> > >> >> >> > the problem is that my attempt does not work and I am not familiar >> >> >> > enough >> >> >> > with the sqp syntax to get the x(1),...,x(7) as output. Thus any >> >> >> > suggestions >> >> >> > for a correct program? >> >> >> > >> >> >> > >> >> >> > Sincerely yours, >> >> >> > >> >> >> > Urs Hackstein >> >> >> > >> >> >> > 2013/2/25 Juan Pablo Carbajal <[hidden email]> >> >> >> >> >> >> >> >> On Mon, Feb 25, 2013 at 2:30 PM, Urs Hackstein >> >> >> >> <[hidden email]> wrote: >> >> >> >> > Dear list, >> >> >> >> > >> >> >> >> > I am relatively new to octave and dealing with the following >> >> >> >> > minimization >> >> >> >> > problem: >> >> >> >> > Let b, ps1, ps2, ps3, ps4, ps5, ps6 and ps7 arbitrary complex >> >> >> >> > numbers. >> >> >> >> > My >> >> >> >> > goal is to determine the real numbers x(1), x(2), x(3), >> >> >> >> > x(4),x(5),x(6),x(7) >> >> >> >> > with -1<=x(j)<=1, j=1,..,7, such that the function >> >> >> >> > >> >> >> >> > >> >> >> >> > >> >> >> >> > >> >> >> >> > >> >> >> >> > (b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> >> >> >> > takes its minimal value. >> >> >> >> > >> >> >> >> > I made the following attempt using sqp: >> >> >> >> > >> >> >> >> > function erg=fun(x) >> >> >> >> > >> >> >> >> > >> >> >> >> > >> >> >> >> > >> >> >> >> > erg=(b-x(1).*ps1-x(2).*ps2-x(3).*ps3-x(4).*ps4-x(5).*ps5-x(6).*ps6-x(7).*ps7).^2 >> >> >> >> > endfunction >> >> >> >> > >> >> >> >> > function minimi=minimize(b,ps1,ps2,ps3,ps4,ps5,ps6,ps7) >> >> >> >> > global b; >> >> >> >> > >> >> >> >> > >> >> >> >> > >> >> >> >> > minimi=sqp([0;0;0;0;0;0;0],@fun,[-1;-1;-1;-1;-1;-1;-1],[1;1;1;1;1;1;1]) >> >> >> >> > endfunction >> >> >> >> > >> >> >> >> > Thanks a lot in advance! >> >> >> >> > >> >> >> >> > Sincerely yours, >> >> >> >> > >> >> >> >> > Urs Hackstein >> >> >> >> > >> >> >> >> > _______________________________________________ >> >> >> >> > Help-octave mailing list >> >> >> >> > [hidden email] >> >> >> >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> >> >> >> > >> >> >> >> >> >> >> >> Hi Urs, >> >> >> >> >> >> >> >> Great! and what is the problem? >> >> >> > >> >> >> > >> >> >> > >> >> >> > >> >> >> > _______________________________________________ >> >> >> > Help-octave mailing list >> >> >> > [hidden email] >> >> >> > https://mailman.cae.wisc.edu/listinfo/help-octave >> >> >> > >> >> >> >> >> >> Urs, >> >> >> >> >> >> Ok, have you try reading the help of sqp? >> >> >> > help sqp >> >> >> >> >> >> If you have questions after reading that we can help you, but do >> >> >> please read the manual. also search the web, there are plenty of >> >> >> examples using sqp >> >> > >> >> > >> >> >> >> Hi Urs, >> >> >> >> Yes, that may be a problem. Lets say you want of din the minimum of the >> >> function >> >> >> >> f(x; a, b) = x*(a*x + b) >> >> >> >> The function is parametrized by a and b, i.e. it represents a family >> >> of functions. To optimize you have to specify which one you want to >> >> work with. >> >> So we create the parametrized function >> >> >> >> function y = f (x, p) >> >> y = x .* (p(1)*x + p(2)); >> >> endfunction >> >> >> >> Before we can pass it to sqp we have to define the values of the >> >> parameters, one way of doing that is using a wrapper (I think is the >> >> recommended way, though it may be less efficient than other ways, but >> >> do not know for how much) >> >> >> >> a = 1; b = -1; >> >> fwrap = @(x) f (x,[a,b]) >> >> >> >> Then we can call sqp >> >> >> >> sqp (2*rand(1)-1, fwrap) >> >> >> >> and I get >> >> >> >> ans = 0.50000 >> >> >> >> as expected. >> >> >> >> Hope this solves your problem >> > >> > >> >> First, If you use the me wrapper method you do not need the global >> variables nor the minimize function. >> >> function erg = funp(x,p) >> erg = ( p(1) - p(2:end) * x(:) ).^2 >> endfunction >> >> funpwrap = @(x)funp(x,[b,ps1,ps2,ps3,ps4,ps5,ps6,ps7]) >> x0 = zeros (7,1); >> lbound = -1; >> ubound = 1; >> sqp (x0, funpwrap,[],[],lbound,ubound) >> >> Now, read the help of sqp again more carefully, I think you haven't >> payed enough attention. > > Hi Juan, > > thanks a lot for the code. I need the minimize function because I want to > call this function as a subfunction of another function. But apparently I > still overlook something: As I call the function > minimize(1+i,2+i,3+i,4+i,0,0,0,0), I receive the following error: > funpwrap = > > @(x) funp (x, [b, ps1, ps2, ps3, ps4, ps5, ps6, ps7]) > > erg = 0 + 2i > erg = 0 + 2i > erg = -2.9802e-08 + 2.0000e+00i > erg = -5.9605e-08 + 2.0000e+00i > erg = -8.9407e-08 + 2.0000e+00i > erg = 0 + 2i > erg = 0 + 2i > erg = 0 + 2i > erg = 0 + 2i > error: octave_base_value::array_value(): wrong type argument `complex > matrix' > error: octave_base_value::int_value (): wrong type argument `scalar' > error: __qp__: invalid arguments > error: called from: > error: /usr/share/octave/3.2.4/m/optimization/qp.m at line 317, column 32 > error: /usr/share/octave/3.2.4/m/optimization/sqp.m at line 414, column 34 > error: /home/hackstein/Dominantepole/minimize.m at line 7, column 5 > > Could you give me a hint? Hi Urs, Keep the mailing list always in CC. I think qp doesn't accept complex inputs (can't you work with real and imag part separatelly?). The error lines that you should have noted are error: octave_base_value::array_value(): wrong type argument `complex matrix' error: octave_base_value::int_value (): wrong type argument `scalar' error: __qp__: invalid arguments _______________________________________________ Help-octave mailing list [hidden email] https://mailman.cae.wisc.edu/listinfo/help-octave |
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