Global search and Handle function specification

2016 2 26
2 个回答
更新时间：2016 3 2
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The original code was using "fmincon" to minimize the function MSM_likelihood below:
[parameters,LL,exitflag,output]=fmincon('MSM_likelihood',startingvals,[],[],[],[],LB,UB, [],options,kbar,data,A_template);
HOWEVER, I am trying to run the optimization by using Global Search instead and that requires a function handle, which I believe I used sixmin for that. My code is below:
sixmin = @(input,kbar,data,A_template,estim_flag)MSM_likelihood;
opts = optimoptions(@fmincon,'Algorithm','interior-point');
problem = createOptimProblem('fmincon','x0',startingvals,...
'objective',sixmin(input,kbar,data,A_template,estim_flag),'lb',LB,'ub',UB,...
'options',opts);
gs = GlobalSearch;
[x,f] = run(gs,problem)
Somehow, the code doesn't run as expected. Please help! I really appreciate it!

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回答（2 个）

Walter Roberson
Walter Roberson 2016-2-26

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'objective' needs to be followed by a function handle, but instead you are following it by the result of calling sixmin on particular parameters. You should probably just have sixmin (no parameters following) at that point.

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Tien Nguyen
Tien Nguyen 2016-2-26
Hello Walter,
Thank you for a quick reply. Seems like the code ran a little bit but I ran into another problem.
Matlab shows error with these codes: sixmin = @(input,kbar,data,A_template,estim_flag)MSM_likelihood;
input = [estim_flag(1);input;estim_flag(2);estim_flag(3)];
Could you please let me know if the syntax is correct for the two listed? Thank you.
Steven Lord
Steven Lord 2016-2-29
When that function handle is invoked with five input arguments, it will call MSM_likelihood with ZERO input arguments. I'm guessing that's not what you want. If you want to pass all five inputs into MSM_likelihood:
sixmin = @(input,kbar,data,A_template,estim_flag) ...
MSM_likelihood(input,kbar,data,A_template,estim_flag);
I broke this definition across two lines using ... for ease of display in Answers, but you could put it all on one line if you want.
Tien Nguyen
Tien Nguyen 2016-3-2
Hello Steven,
For some strange reason, Matlab shows:
Not enough input arguments.
Error in MSM_modified>@(input,kbar,data,A_template,estim_flag)MSM_likelihood(input,kbar,data,A_template,estim_flag) (line 72) MSM_likelihood(input,kbar,data,A_template,estim_flag);
Which is weird cause I put in 5 inputs? Do you have any idea? Thank you so much!
Walter Roberson
Walter Roberson 2016-3-2
sixmin = @(input) MSM_likelihood(input,kbar,data,A_template,estim_flag);

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Alan Weiss
Alan Weiss 2016-2-29

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You might want to try the following line of code instead:
sixmin = @MSM_likelihood;
The function handle for fmincon must contain exactly one argument. See Passing Extra Parameters for more information.
Alan Weiss
MATLAB mathematical toolbox documentation

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