Minimizing a function with vector input

I need to minimize the following function:

[output] = function(S)

where "output" is a single number and "S" is a vector of roughly 8000 elements.

Can anyone point me in the right direction?

[Roger Stafford]

George, how about furnishing more information about your problem? In what way does the single output, S, depend on the 8000-element vector, and what are the quantities you are adjusting in the minimizing process? We don't want to waste time playing guessing games in this forum.

[George]

I have a function which minimizes the difference between two signals, one of which is known and one of which is theoretical and depends on S, which represents amplitude. The [output] of the function is the difference between the known signal and the theoretical signal, summed over all frequencies (roughly 8000). I am trying to minimize the difference between the two signals by finding S(frequency) which results in the lowest possible singular value of [output]. Everything is known except S. Is this enough info? Can anyone help me with this optimization?

Answer 1

[Alan Weiss]

This sounds like a job for lsqnonlin.

In general, for help choosing an optimization solver, see the optimization decision table.

Alan Weiss

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