optimization with many variables - lsqnonlin
显示 更早的评论
Hi, I have an optimization problem with a large amount of variables. could be 100-10,000. Assuming that I can produce a similar amount of function, and that I have good starting guess, How many variables can lsqnonlin handle?
Is there a better mathod to solve these type of problems?
thanks
采纳的回答
Alan Weiss
2014-2-13
0 个投票
There is no set limit on the number of variables you can use. People routinely use Optimization Toolbox to solve nonlinear problems with thousands of variables. With a good starting guess, you can expect lsqnonlin to work.
That said, there are techniques that can speed lsqnonlin, such as using a Jacobian pattern or analytic Jacobian, or even a Jacobian multiply function. See lsqnonlin options.
Alan Weiss
MATLAB mathematical toolbox documentation
更多回答（1 个）
Abdelwahab Afifi
2020-5-12
0 个投票
I wanna avoid defining these large variables manually. Is there any simple method for this?
x(1) x(2) x(3) ...... x(n)
类别
在 帮助中心 和 File Exchange 中查找有关 Choose a Solver 的更多信息
产品
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
