minimizing a complex cost function using fmincon and lsqnonlin
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Dear all , I intend to minimize the above cost function (CF) using non-linear LS algorithm (fmincon and lsqnonlin) in matlab. the main purpose is estimating SM* and L-VOD* using SM*ini (intital value for SM*) and L-VOD*ini (intital value for L-VOD*). in other word, with the second and third terms we try to minimize the estimate value for unknown parameters (SM* and L-VOD*) and their associating intital values at each iteration. I just wondering how can I write and define this cost function at Matlab to understand the second the third term correctly. at the moment, I get wrong answers and only I have one iteration. my code cannot understand the it has to compare the estimated SM* and L-VOD* and their associating intial values. it substitute intital value directly and get zeros for the second and third part.
Any suggestion would be highly appreciated.
Thanks in advance for your help!
Regards,
Mina
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Sam Chak
2024-2-27
@Mina Mino: I get wrong answers...
What are the expected 'correct values'?
This isn't a static optimization problem, right? Since there are initial values, I assume that the cost function
changes over the off-screen parameter, time t. Is the cost function
diverging, converging towards a steady value, or oscillating within certain limits over time?
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1628908/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1628913/image.png)
Better reveal the MATLAB code for clarity...
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