How can I solve a problem using Constrained Nonlinear Regression?

2 次查看（过去 30 天）
Melanie VT
Melanie VT 2020-12-14
评论： Melanie VT 2020-12-20
Hi there,
I would like to perform contrained nonlinear regression. The scenerios for constraints are:
  1. Sum of parameters = n1 and each parameter < n2 (i.e. b1 + b2 + b3 = 2 and b1, b2, b3 < 1)
  2. Sum of parameters = n1 and each parameter ≤ n2 (i.e. b1 + b2 + b3 = 2 and b1, b2, b3 ≤ 1)
  3. Sum of parameters = n1 and n2 < each parameter < n3 (i.e. b1 + b2 + b3 = 2 and 0.5 < b1, b2, b3 < 1.5)
  4. Sum of parameters = n1 and n2 ≤ each parameter ≤ n3 (i.e. b1 + b2 + b3 = 2 and 0.5 ≤ b1, b2, b3 ≤ 1.5)
  5. Sum of parameters <, ≤, >, ≥ n1 or n1 <, ≤ sum of parameters <, ≤ n2 (i.e. b1 + b2 + b3 <, ≤, >, ≥ 2 or 0.5 <, ≤ b1 + b2 + b3 <, ≤ 1.5)
  6. Or any other alternative, if there is any remaining :)
I know that Matlab provides lsqlin for constrained linear LSQ and lsqnonline for nonlinear case. Yet, I couldn't find how to introduce summation contraint into lsqnonlin, like Aeq and beq in lsqlin.
I would be more than happy, if someone can help.
Cheers,
M
  1 个评论
Bruno Luong
Bruno Luong 2020-12-14
No optimizer can handles strict inequalities such as < and >. Simply because it is "ill posed" minimization.
Just think about this simple example:
What is is minimum of x with the constraint x > 0?
Such probem has solution.

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

John D'Errico
John D'Errico 2020-12-14
编辑：John D'Errico 2020-12-14
Sorry. lsqnonlin cannot handle general equalty or inequality constraints. Only bound constraints, and while you do have bound constraints, you also have an equality constraint on the sum.
That means you will need to use a more general optimizer, probably FMINCON. It can handle any of the constraint classes you mention.
Just pass it the sum of squares of residuals that you compute as an objective.
  4 个评论
显示 2更早的评论
Melanie VT
Melanie VT 2020-12-20
I made a misinterpretation beforehand. Problem solved. Thank you both. Really grateful...

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by