fmincon, how does interior point restrict parameters

1 次查看(过去 30 天)
I used my own restriction transformation inside the function to allow fmincon to searh globally. However i ran into nummerical troubles, so instead of doing it my own way i just used Matlabs built in way of restricting paramaters which worked fine. Now i know that my method also works, but apparantly it is less robust to nummerical errors. Does any one know how Matlab restricts the parameters ?
options = optimset('TolX',1e-3,'Algorithm','interior-point');
options = optimset(options,'MaxFunEvals',1000,'Display','off');
[p,~,~]= fmincon(@(p) -likelihoodFunktion(p, vY, iN, type),p0, [],[],[],[],[-0.995 0.00000001 -Inf],[0.995 2 Inf],[],options);
The above is my code i ended up using. It works fine, it just bugs me i dont know how Matlab is doing it.

采纳的回答

Matt J
Matt J 2012-10-3

更多回答(1 个)

DoVile Last Name:
DoVile Last Name: 2012-10-3
Thank you

类别

Help CenterFile Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by