Google Groups no longer supports new Usenet posts or subscriptions. Historical content remains viewable.
Dismiss

minimize non linear system with boundary (least square)

5 views
Skip to first unread message

Élodie

unread,
Jan 28, 2009, 2:40:18 PM1/28/09
to
Does anyone know a free fortran code similar to the Matlab lsqnonlin
function ?

I have seen MINPACK but I don't want to calculate the Jacobian Matrix and so
on...

I want to minimize the system of 2 parameters:
f(x,y) - fo
g(x,y)-go

(with f and g non linear functions)
with
x> xmin
y>ymin


In Matlab, I use to do:

Ko = [x_init; y_init];
K = lsqnonlin('mymatrixfuntion',[xmin xmax; ymin ymax],Ko);

with my function defined as below:
____________
function rest = mymatrixfunction(K)

x=K(1);
y=K(2);
rest = [f(x,y) - fo; g(x,y)-go];
______________


me...@skyway.usask.ca

unread,
Jan 29, 2009, 9:19:05 AM1/29/09
to

If you have limits, the easiest way is successive
range division in half - for 1D anyway.
I assume there is a 2D version of this. Not hard to
write something that may work.
e.g. pick an x, with this x look for min sqd err between
the y -limits by succssive div range by 2, then use this y
and go to do the same with x. Would it converge - and how do you
know when ? Good question!

The problem with non-linear lsfit - is that you don't
know if there's more than one error "pothole". You
could get trapped in a shallow pothole, while there's
a crater "just over there ..."!
If you know there's theoretically only one, it's easy.

Chris

Élodie

unread,
Jan 29, 2009, 11:58:59 AM1/29/09
to
> If you have limits, the easiest way is successive
> range division in half - for 1D anyway.
> I assume there is a 2D version of this. Not hard to
> write something that may work.
> e.g. pick an x, with this x look for min sqd err between
> the y -limits by succssive div range by 2, then use this y
> and go to do the same with x.

Yes, I've seen the same advises in
http://irfu.cea.fr/Projets/COAST/methodes_numeriques_MINI.pdf
It seems to be the Amoeba (amibe in French) optimisation

Well I'll write it....

Thanks


Sv. Broholm

unread,
Jan 31, 2009, 9:34:57 PM1/31/09
to
On 29 Jan., 17:58, "Élodie"
<elodie.rouxNOSSSPPPAAA...@FILTREANTISPAMifrance.com> wrote:

>
> Yes, I've seen the same advises inhttp://irfu.cea.fr/Projets/COAST/methodes_numeriques_MINI.pdf


> It seems to be the Amoeba (amibe in French) optimisation
>
> Well I'll write it....
>
> Thanks

... or for example copy the engine from Numerical Recipies, F77,
chapter 10.4 and 10.7: http://www.nrbook.com/a/bookfpdf.php

Svend

Élodie

unread,
Feb 1, 2009, 7:55:15 AM2/1/09
to
Unfortunatly, I can't success to open and read the pdf file, neither with IE
not with Firefox...

Sv. Broholm

unread,
Feb 1, 2009, 4:07:59 PM2/1/09
to
On 1 Feb., 13:55, "Élodie"

I have just opened the file again using FireFox 3.0.5. Just prior to
downloading of the pdf-file you have to accept an automatic
instalation of an Adobe file plug-in. Check your settings allow plug-
ins etc.
Svend

0 new messages