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Optimization algorithm

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John John

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Oct 3, 2008, 8:18:02 PM10/3/08
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This is probably a very simple question for those who have done this before.
I have a function that sorta looks like this:
f(x)= 1/sin(x+a1) + 1/(sin(x+a2) + 1/(sin(x+a3) + 1/(sin(x+a4)

a1,a2,a3,a4 are allowed values between 0 and pi.

Now what I want to do is find the values of a1, a2, a3 and a4 such that the derivative of f(x) best approximate another function g(x) for a certain range of values of x.

f'(x)=> g(x) when b<x<c

What kind of algorithm and how do I use it to find a1, a2, a3, and a4 to best fit my solution? I read the matlab help but it reads like a foreign language to me.

Thanks!!!

Vincent Morio

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Oct 4, 2008, 7:30:05 PM10/4/08
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"John John" <john...@collector.org> wrote in message <gc6cnq$gfp$1...@fred.mathworks.com>...

Hi,oin

You can either use a local nonlinear optimization solver like fmincon to solve your problem if it is convex, or a global optimization solver like GAtoolbox for Matlab to find a global solution.

Cheers,

V. Morio
PhD student in Automatic Control
IMS lab./University of Bordeaux, France

John John

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Oct 5, 2008, 9:34:02 PM10/5/08
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Thank you for your reply Vincent,

I understand that Matlab's optimization toolbox has some algorithms that I could use as well as the GAtoolbox which is freeware, what I don't understand is how to use the toolbox to solve my problem.
My questions are quite basic:
i.e.
- which algorithm should I use?
- What are the parameters of the algorithm?
- As I increase the number of variables to a10 for example, is a GA the only way to go? What would be faster?

The matlab help is not very user friendly for first timers,

Thanks!


"Vincent Morio" <vincen...@mathworks.com> wrote in message <gc8u9t$k5f$1...@fred.mathworks.com>...

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