Jacobian from lsqnonlin with multistart

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Bart
Bart 2011-8-5
回答： Carlos Henriques 2017-4-22
Dear all,
For my research, I'm running multiple lsqnonlin-fits using Matlab's MultiStart function. My objective function does not supply a jacobian.
If I run a single lsqnonlin-fit (from one start point; no MultiStart), I'm able to retrieve the (approximated) jacobian using: [x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(...) I need the jacobian to calculate a confidence interval for my estimated parameters. The run command (to run MultiStart), however, does not return a jacobian.
Is there a way to get the jacobian of the best fit of a MultiStart-run (again using lsqnonlin as the local solver)?
Thanks in advance!
Bart

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回答（4 个）

Bart
Bart 2011-8-16
Is there anybody who has some thoughts on solving this problem? Thanks!
Bart.
Cody
Cody 2015-10-24
yes I'd also like to know how this can be accomplished
Kapil Dave
Kapil Dave 2017-1-6
I am also interested in the same
Carlos Henriques
Carlos Henriques 2017-4-22
I'm doing it in this way:
you can extract the best X0 from multistart and then use it to run the lsqnonlin again.
For instance:
[params,fval,eflag,output,manymins] = run(ms,problem,20); % manymins have all the X0 used by multistart, you can take the better
[params,resnorm,residual,exitflag,fit_out,lambda,jacobian] = lsqnonlin(fun,manymins(1).X0{1},lb,ub,options);
cheers

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