How to find maximum from fminunc?

Question

Boonanan Lechayakittikorn 2018-1-30

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/379696-how-to-find-maximum-from-fminunc

编辑： Walter Roberson 2018-1-30

Hello everyone, i have problem about to find parameter of beta(0) and beta(1). i have data from generate. My problem is when i input value for generate X and y (value input are stdevu stdevex etc.) when i run code by stdevu = 0.1 and stdevex = 0.1 etc. output likely stdevu = 0.1 and stdevex = 0.3 but i change stdevu = 0.1 and stdevex = 0.1 etc. output unlikely stdevu = 0.3 and stdevex = 0.1 etc. please help me. My code is

function [EX,X,y,W,z,lam,u,uN,vN,EX1] = GEN(XS,stdevu,stdevex,n,p,col)
b = ones(col,1);
uN = normrnd(0,1,[1 n]);
vN = normrnd(0,1,[p n]);
u = stdevu*uN;
%EX1 = normrnd(0,stdevex,n,p);
EX1 = stdevex*vN;
EX = [zeros(n,1) EX1'];
covEX = cov(EX1);
X = XS + EX;
y = (XS*b)+ u';
X_seq=ones(n,1);
for j = 1: col
C=X(:,j) - mean(X(:,j),1);
X_seq=[X_seq C];
end
X_seq(:,1:2)=[];
W = X_seq;
z = y -mean(y);
lam = (stdevex^2)/(stdevu^2);
end .........................................................................................................
clc;
rng(156);
global stdevu stdevex Xdiag V vN s rcovar XS1 y n u uN W z lam ;
stdevu = 0.1;
stdevex = 0.3;
n = 10;
p = 1; %%%%%
col = p+1; %%%%%
it = 1;
tmsedls = 0;
XS1 = normrnd(2,1,n,p);%%%%%
XS = [ones(n,1) XS1];%%%%%
rcovar = diag(stdevex*ones(n*p,1));%%%%%%%%
s = ones(n*p,1);
msedls = 0;
[EX,X,y,W,z,lam,u,uN,vN,EX1] = GEN(XS,stdevu,stdevex,n,p,col);
Xdiag = diag(X(:,2));%%%%%
%V = diag(EX1(:,1));%%%%%%%%%%%%
V = diag(vN);%%%%%%%%%%%%
options = optimoptions(@fminunc,'Algorithm','quasi-newton');
b= [1;1];%beta initial value with b0
f = -(((stdevu*y'*uN'+s'*Xdiag*rcovar*V*s)/n)-(y-b(1)*s-XS1*b(2))'*(y-b(1)*s-XS1*b(2))/(2*n)- (s'*V*rcovar^2*V*s)/(2*n))
[b fval] = fminunc(@(b)-(((stdevu*y'*uN'+s'*Xdiag*rcovar*V*s)/n)-(y-b(1)*s-XS1*b(2))'*(y-b(1)*s- XS1*b(2))/(2*n)-(s'*V*rcovar^2*V*s)/(2*n)),b,options);