How to use previous results of a non-linear function as the initial "guess" for the next step?
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Hi all,
I am working on a model that requires 21 initial guesses, right now I have my initial guess set at what works best for the very first instance (i = 1). However, over the course of this model, the non-linear function solver is run 500+ times using the same initial guess.
My question is, is there anyway that I can use the previous results ( = i - 1) as the initial guess for subsequent solving of the function. I would like to do this because my values change very little from step to step.
Thanks!
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Mohammad Abouali
2014-10-1
Instead of hard coding the initial guess take that in as an input
P=[initial values]
P=myNLfuction(someinput, P) % this uses the initial values for your first
some more code here
P=myNLfuction(someinput, P) % this uses the last output for as initial value.
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