Optimization of two linear models with constraint
1 回表示 (過去 30 日間)
古いコメントを表示
I have a dataset which is a 'v-shaped' pattern of dots: y_observed and want to adjust two linear regressions with a turning point TP so that a cost function minimices the errors for the to models, y_calc1=m1*x(1:TP)+b1, y_calc2=m2*x(TP:end)+b2 AND y_calc1(TP)=y_calc2(TP).
Can somebody help me with this? its a simple 'fmincon' problem
0 件のコメント
採用された回答
Matt J
2012 年 10 月 6 日
This should be applicable.
What you describe is a first order spline with a single free knot.
その他の回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Quadratic Programming and Cone Programming についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!