How to minimize this function using BFGS algorithm?

5 ビュー (過去 30 日間)
Moha Lemin
Moha Lemin 2021 年 1 月 1 日
Let Y(x,t)={y1(x,t),y2(x,t),y3(x,t)} a vector of value define at some nodes x where 1<=x<=100 and this vector varie on time t.
we search to minimize the cost function J(Y(x,0)) with respect to Y(x,0).
The problem is this function is calculated numericaly and has a value at each increment of time so we have for exemple :
t=0 | J(Y(x,0))=1.2 ;
t=0.1 | J(Y(x,0))=2.3;
.
..;
t=1 | J(Y(x,0))=1.0;
and so on ...
We have also calculated the gradient of J numerically (a vector) and we have its value at each increment of time t:
J'(t)={val1(t),val2(t),val3(t)}.
Is it possible to minimize this function ??
Thank's for your help

回答 (0 件)

カテゴリ

Help Center および File ExchangeSolver Outputs and Iterative Display についてさらに検索

製品


リリース

R2019a

Community Treasure Hunt

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

Start Hunting!

Translated by