fminsearch on a large parameter set

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Linda
Linda am 7 Dez. 2012
hey,
I would like to estimate the 85 parameters of a given objective function. I am sure fminsearch.m cannot do that, as the parameter space is too high dimensional. do any parameter estimation/optimization algorithms exist that can handle such a number of parameters? ideally in matlab?
many thanks.
linda

Antworten (1)

Matt J
Matt J am 8 Dez. 2012
Bearbeitet: Matt J am 8 Dez. 2012
You need the Optimization Toolbox. It will give you an entire toolbox full of solvers.

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