Is it possible to minimise a multi variate sym function without any iterative method in MATLAB?
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I have a sym function, say F which is a 100x1sym containing three symbols x,y and z in it. I am not interested in using the lsqnonlin or fmincon commands in MATLAB. I would like to use the analytical method. i.e finding out the first derivative of a function and equating it to zero. So, Is it possible to find the optimal value of x,y and z so that the sym F is minimum without an iterative method.
My approach:
- Since there are three variables, I found out the jacobian of any three rows in the 100x1 sym F
- I tried to solve by equating the Jacobians of above found out three rows to zero , thinking that a function is minimum if its first derivative is zero. But whenever I solve this, I tend to get 0 as values.
So It would be kind If I get to know whether there is some fallacy in my thought process.
Thanks in Advance Quicklearner.
3 Kommentare
Torsten
am 8 Apr. 2015
So you want to minimize
sum_{i=1}^{100} F(i)^2
where the F(i) depend on three parameters x,y and z ?
Best wishes
Torsten.
quicklearner
am 8 Apr. 2015
Torsten
am 8 Apr. 2015
ok, then you must consider the function
G(x,y,z)=sum_{i=1}^{100} F(i)^2
calculate dG/dx, dG/dy and dG/dz (thus the Jacobian of G) and set the resulting expressions to zero.
This will usually give you a system of three nonlinear equations to solve.
If you are lucky (but I doubt), the equations can be solved for x,y,z in an analytical way.
Best wishes
Torsten.
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