Dear all:
I have a complex minimisation problem described in function that has the form:
[ likelihood ] = likelihood(X0,param_fix, kalman_init, VarObs, X0_prior)
I can successfully find a minimum by using 'fmincon':
lb = [-1,0.0001,0.0001]';
ub = [1,1000,1000]';
options = optimset('Display','iter');
[param_est,~,~,~,~,grad,hessian] = fmincon('likelihood',X0,[],[],[],[],lb,ub,[],options,param_fix, kalman_init,VarObs);
However, when I try to run global search as in:
lb = [-1,0.0001,0.0001]';
ub = [1,1000,1000]';
options = optimset('Display','iter');
problem = createOptimProblem('fmincon','objective','likelihood','x0',X0, 'lb',lb,'ub',ub,'options',options,param_fix, kalman_init, VarObs);
param_est = run(GlobalSearch,problem);
Matlab complains about the arguments in createOptimProblem must be in pairs:
??? Error using ==> createOptimProblem at 92 Arguments must occur in name-value pairs.
So my question is, how to pass input values, in my case are 3 matrices 'param_fix, kalman_init, VarObs' into the objective function? The objective function it self is very complex as it is not an analytical expression. It calls other files to numerically evaluate the value to be minimised.
Thanks in advance for your reply.
Ben
