Find minimum Sum while keeping variable fix
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Hi guys,
I need a little help with my optimization problem.
I need to find the values of Parameters a and b, such that sum of squared residuals is minimized but while the average of the transformed vector is equal to a given value.
I try to run it with fmincon but this doesn't seem to work for the equality constraint.
function [SSE]=logit3(Par,x)
if nargin<5;
ir=0; %default ir=0
end;
if rows(Par)<cols(Par); % put parameters in column
Par=Par';
end;
if rows(Par)~=3; % check for the the right number of parameters as inputs
error('Dimension of Par not compatible');
end;
%% Assign the Parameters to the Elements in the Vector
a=Par(1);
b=Par(end-1);
meanpd=Par(end);
%%
T=rows(x);
y=zeros(T,1);
res=zeros(T,1);
for i=1:T
y(i)= (1/(1+exp(-(a+b*x(i)))));
res(i)=(y(i)-1).^2;
end
meanpd=mean(y);
SSE=sum(res);
end
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Antworten (1)
Alan Weiss
am 10 Mär. 2021
I don't see your equality constraint. If the equality constraint is a nonlinear constraint, you need to pass it in the fmincon nonlcon argument. If it is a linear constraint, pass it as Aeq-beq arguments.
If you need more info or I have misunderstood you, please show us your fmincon call as well as your objective function call.
Alan Weiss
MATLAB mathematical toolbox documentation
1 Kommentar
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