How does fminsearch generate initial simplex ?
显示 更早的评论
Hi, I want to understand how fminsearch generates its initial simplex with n+1 vertices, given the initial choice of parameters specified by user. For example : if I have to minimise and function f(p) where p=[p1,p2], and I supply an initial p0=[p1in p2in], then fminsearch should first generate a set of 3, 2-d points for simplex method. two of these points can be [p1in 0] and [0 p2in], but how is the third point constructed ?
Also, as a reverse problem, how are the final vertices of (n+1)-dim simplex converted to the values of optimum [p1_opt,p2_opt]. Does fminsearch takes some projection of final vertices along the parameter axes ?
回答(1 个)
Alan Weiss
2017-5-10
0 个投票
Alan Weiss
MATLAB mathematical toolbox documentation
类别
在 帮助中心 和 File Exchange 中查找有关 Mathematics 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!