I need help to to make this work .I am using the quadprog function but i keep getting the problem is non convex.I would be glad if anyone could help.
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
Honey Adams
am 3 Jul. 2018
Kommentiert: Honey Adams
am 5 Jul. 2018
function [x,IC,SST,SSR,SSE]=Constrained_FLSR_1(h)
D=[-0.04844752 0.041968141 -0.044564664 -0.050000004 -0.324629009 -0.148966655;
-0.304020248 0.131284505 0.472041681 0.352249637 0.098999992 0.281067416;
-0.074829705 -0.049999997 -0.094350919 -0.059151836 0.055000007 -0.154999971;
0.28895241 0.390694469 0.416666657 0.408958316 0.497573376 0.360221535;
-0.098011374 0.012270158 -0.067317739 -0.098011397 0.334000021 -0.120833755;
-0.175849974 -0.160909101 -0.174713209 -0.200000003 0.022500008 -0.18519102;
-0.141403094 -0.004999995 -0.098300003 -0.156213611 -0.048067875 -0.136289001;
-0.210274339 -0.191784486 -0.109999985 -0.15615499 -0.070813216 -0.184634596];
% Large data set
Large_Temp=[1:8];
Largetest=[1:8];
Large=union(Large_Temp,Largetest)
h=0.2;
OUT=D(Large,6)
IN=[ones(length(Large),1) D(Large,1:5)]
[M,N]=size(IN)
H=[2*sum(IN(:,1).^2),2*sum(IN(:,1).*IN(:,2)),2*sum(IN(:,3).*IN(:,1)),2*sum(IN(:,4).*IN(:,1)),2*sum(IN(:,5).*IN(:,1)),2*sum(IN(:,6).*IN(:,1)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,2)),2*sum(IN(:,2).^2),2*sum(IN(:,3).*IN(:,2)),2*sum(IN(:,4).*IN(:,2)),2*sum(IN(:,5).*IN(:,2)),2*sum(IN(:,6).*IN(:,2)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,3)),2*sum(IN(:,2).*IN(:,3)),2*sum(IN(:,3).^2), 2*sum(IN(:,4).*IN(:,3)) ,2*sum(IN(:,5).*IN(:,3)) ,2*sum(IN(:,6).*IN(:,3)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,4)),2*sum(IN(:,2).*IN(:,4)),2*sum(IN(:,3).*IN(:,4)),2*sum(IN(:,4)).^2,2*sum(IN(:,5).*IN(:,4)),2*sum(IN(:,6).*IN(:,4)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,5)),2*sum(IN(:,2).*IN(:,5)),2*sum(IN(:,3).*IN(:,5)),2*sum(IN(:,4).*IN(:,5)),2*sum(IN(:,5).^2),2*sum(IN(:,6).*IN(:,5)),0,0,0,0,0,0;
2*sum(IN(:,1).*IN(:,6)),2*sum(IN(:,2).*IN(:,6)),2*sum(IN(:,3).*IN(:,6)),2*sum(IN(:,4).*IN(:,6)),2*sum(IN(:,5).*IN(:,6)),2*sum(IN(:,6).^2),0,0,0,0,0,0;
0,0,0,0,0,0,(1/3)*sum(IN(:,1).^2),(1/3)*sum(IN(:,1).*IN(:,2)),(1/3)*sum(IN(:,1).*IN(:,3)),(1/3)*sum(IN(:,1).*IN(:,4)),(1/3)*sum(IN(:,1).*IN(:,5)),(1/3)*sum(IN(:,1).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,2)),(1/3)*sum(IN(:,2).^2),(1/3)*sum(IN(:,2).*IN(:,3)),(1/3)*sum(IN(:,2).*IN(:,4)),(1/3)*sum(IN(:,2).*IN(:,5)),(1/3)*sum(IN(:,2).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,3)),(1/3)*sum(IN(:,2).*IN(:,3)),(1/3)*sum(IN(:,3).^2),(1/3)*sum(IN(:,3).*IN(:,4)),(1/3)*sum(IN(:,3).*IN(:,5)),(1/3)*sum(IN(:,3).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,4)),(1/3)*sum(IN(:,2).*IN(:,4)),(1/3)*sum(IN(:,3).*IN(:,4)),(1/3)*sum(IN(:,4).^2),(1/3)*sum(IN(:,4).*IN(:,5)),(1/3)*sum(IN(:,4).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,5)),(1/3)*sum(IN(:,2).*IN(:,5)),(1/3)*sum(IN(:,3).*IN(:,5)),(1/3)*sum(IN(:,4).*IN(:,5)),(1/3)*sum(IN(:,5).^2),(1/3)*sum(IN(:,5).*IN(:,6));
0,0,0,0,0,0,(1/3)*sum(IN(:,1).*IN(:,6)),(1/3)*sum(IN(:,2).*IN(:,6)),(1/3)*sum(IN(:,3).*IN(:,6)),(1/3)*sum(IN(:,4).*IN(:,6)),(1/3)*sum(IN(:,5).*IN(:,6)),(1/3)*sum(IN(:,5).^2);]
f=[-2*sum(OUT.*IN(:,1));-2*sum(OUT.*IN(:,2));-2*sum(OUT.*IN(:,3));-2*sum(OUT.*IN(:,4));-2*sum(OUT.*IN(:,5));-2*sum(OUT.*IN(:,5));0;0;0;0;0;0]
%A=[-IN -(1-h)*abs(IN);IN -(1-h)*abs(IN);zeros(N,2*N);zeros(N,N) -eye(N,N)]
A=[-IN -(1-h)*(IN);IN -(1-h)*(IN);zeros(N,N) -eye(N,N)]
%b=[-OUT;OUT;zeros(2*N,1)];
b=[-OUT;OUT;zeros(N,1)];
options = optimoptions('quadprog','Algorithm','interior-point-convex');
x=quadprog(H,f,A,b,[],[],[],[],[],options)
antec=x(1:6)
postc=x(7:12)
err=abs(((IN*(antec)-OUT)./OUT))
me=mean(err)
sum1=0;
for i=1:8
sum1=sum1+(err(i,1)-me)^2;
end
voe=sum1/7
0 Kommentare
Akzeptierte Antwort
Weitere Antworten (0)
Siehe auch
Kategorien
Mehr zu Parallel Computing Fundamentals finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!