how to optimize my ODE system using fmincon

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Patience Shamaki 2019-8-26

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https://ww2.mathworks.cn/matlabcentral/answers/477656-how-to-optimize-my-ode-system-using-fmincon

回答： Alan Weiss 2019-8-27

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Hello all, Please I am new to the optimization field. I have an ode system which I have solved and have performed parameter estimation, I am at the steady state optimization step but I do not know how to use fmincon for this purpose. I solved the ODE model using euler explicit method and used EKF for the parameter estimation. My system is my non-linear equality constraint. I want to optimize my input using the parameters I estimated, for solving the ODE my input and uncertain parameters are constant, but I am made to understand that they have to be changing for the optimization step at each Iteration.

I have tried to read https://www.mathworks.com/help/optim/ug/nonlinear-equality-and-inequality-constraints.html and also watch some examples online but all contain just regular equations. Please I need help. I have attached my codes for clarity.

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David Wilson 2019-8-27

It sounds like you also need to read:

https://au.mathworks.com/help/optim/ug/optimizing-a-simulation-or-ordinary-differential-equation.html

Also, I'd drop the Euler scheme, and use ode45 or similar.

Patience Shamaki 2019-8-27

Okay thanks for the reply and the suggestion. I have read the suggested link, but it doesn,t tell me how to use my ODEs as constraint for the optimization and how I can change my inputs. I am sorry is my question seem off but I am a novice on the field. Thanks

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Answer 1

Alan Weiss 2019-8-27

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https://ww2.mathworks.cn/matlabcentral/answers/477656-how-to-optimize-my-ode-system-using-fmincon#answer_389318

Take a look at the examples Fit an ODE to Data and Optimize an ODE in Parallel (the latter example uses Global Optimization Toolbox solvers, but you can use fmincon just as well).

Alan Weiss

MATLAB mathematical toolbox documentation