Is there a way I can impose Constraints on the model parameters while working with greybox modeling (greyest)?

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Rex Chin-Hao 2017-7-29

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评论： Rex Chin-Hao 2017-8-4

I am working with greybox modeling (greyest) using interior point in fmincon. Since we can assign boundry while working with fmincon by itself, I wonder if I can apply to greybox modeling.

Thanks, Rex

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Answer 1

Abhi Sundararaman 2017-7-31

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Unfortunately this seems to be a limitation in the "greyest" function. It is currently not possible to give a boundary to "greyest" similar to how you can give a boundary to "fmincon". I will notify the developers of this limitation, and they may consider it for a future release.

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Rex Chin-Hao 2017-8-4

Hi Abhi,

I found the idgrey can set the bounds for the parameter and later be estimated with fmincon together with greyest.

thanks,

Rex

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Is there a way I can impose Constraints on the model parameters while working with greybox modeling (greyest)?

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Is there a way I can impose Constraints on the model parameters while working with greybox modeling (greyest)?

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