fminunc on multiple variables

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Asad
Asad 2013-12-13
评论： Shivani Chepuri 2020-8-11
Hi,
I am new to using fminunc and have looked quite a bit into it but couldn't find what I was looking for. If I have a function like: myFun(x,y,z,a,b,c), how can i use fminunc to optimize over x,y and z simlutaneously.
REGARDS
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Shivani Chepuri
Shivani Chepuri 2020-8-11
Hi, Can you specify how to write lower and upper bound constraints for x,y,z variables here, using fminunc and fmincon? Also, all x,y,z are vectors. Thanks

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回答（2 个）

Walter Roberson
Walter Roberson 2013-12-13
编辑：Walter Roberson 2013-12-13
@(X) myFun(X(1), X(2), X(3), a, b, c)
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Shivani Chepuri
Shivani Chepuri 2020-8-11
Hi, Can you specify how to write lower and upper bound constraints for x,y,z variables here, using fminunc and fmincon? Also, all x,y,z are vectors. Thanks

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Sean de Wolski
Sean de Wolski 2013-12-13
Objective functions expect all of the variables being optimized to be in "x"
myfun(x,a,b,c)
Where x is now a 1x3 vector. Then inside of myfun:
Use x(1) to refer to the first element, x(2) for y and x(3) for z. To pass in other variables, look at:
http://www.mathworks.com/help/releases/R2013b/optim/ug/passing-extra-parameters.html
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Asad
Asad 2013-12-13
I am trying to do unconstrained optimization to calculate location of 3D points, planes and camera matrices.
Sean de Wolski
Sean de Wolski 2013-12-16
So you are basically trying to optimize over n dimensions where n is the total number of elements in all of your matrices.
You can do this the same way Walter and I have suggested: essentially pass in a 1xn vector x and then split it into its matrices etc. inside of the objective function.
Since I would expect fminunc to have trouble with a problem like this due to many local minima and discontinuities, you might want to try using patternsearch in the Global Optimization toolbox. This solver is much better able to handle the above. You might also choose to constrain you search wherever possible. The constraints might not be obvious but some things to think about: are some variables positive? are some within a range? Do some of their value depend on others or for example a row of your matric must sum to x? etc.
http://www.mathworks.com/help/releases/R2013b/gads/patternsearch.html

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