Is there any way to exclude the complex values of the iterations with lsqnonlin ?
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I'm using lsqnonlin to solve a non linear system, and my solution must be real, so I wanted to know if I could exclude complex iterations so as to make more efficient the search.
Thanks in advance!
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Just to be clear, the complex numbers are being introduced by the objective function that you have provided, not code elsewhere in lsqnonlin.
Make sure that your objective is not executing expressions like log(z) for negative z and similar things like that. If you have regions like that where the objective function is undefined, you should set the value there to NaN or Inf and you should probably use fmincon to do the optimization instead, with the sqp algorithm. The sqp algorithm has the capability of course-correcting when it strays into regions of NaNs or Infs in the objective or constraints.
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I don't see how you would have tried any of those. lsqnonlin doesn't handle nonlinear inequalities while Newton Raphson doesn't support inequality constraints of any kind.
Any of the fmincon formulations, using the sqp algorithm, that we were discussing should work, so long as a solution does indeed, exist. If an exact solution doesn't exist, you will have to compromise and accept a least squares solution. In that case, you need to decide which of your equations/inequalities need to be exactly satisfied and which you can relax.
Jurgen
2014-11-15
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