Optimizing a Matrix dependent function

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Thomas Bauer 2017-11-3

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https://ww2.mathworks.cn/matlabcentral/answers/364844-optimizing-a-matrix-dependent-function

评论： Torsten 2017-11-3

I am having an issue where a function to optimize contains a matrix. Is there a way to efficiently optimize a matrix in Matlab or do I literally have to optimize every matrix element by itself, which would make this a 200x200 parameter optimization and virtually impossible?

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Thomas Bauer 2017-11-3

thanks for having a look at my question. To give more information. I will be calculating something like

RESULT=Amatrix*spacevektor;

In the end, i have a desired RESULT that i would like to optimize my Matrix to. I could do this by setting up Amatrix simply as a bunch of x(11) x(12) x(13)..... but since Amatrix has many elements, i would assume that fminsarch would just collapse under the abundance of parameters to optimize.

I have found this though:

https://ch.mathworks.com/help/optim/ug/matrix-arguments.html

which seems to indicate that optimization can take place with a matrix somehow.

Torsten 2017-11-3

If the j-th element of "spacevektor" is not zero, choose the j-th column of "Amatrix" to be RESULT/(j-th element of spacevektor) and all other elements of "Amatrix" to be zero.

If this is not what you need, the information you supplied is still insufficient.

Best wishes

Torsten.

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