how to put a vector in function

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Maryamm Bodaghi on 15 Aug 2014

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Commented: John D'Errico on 15 Aug 2014

hello all;

I want to write a function like below, and minimum it with "fminsearch" but I cant!

function F_m_p_cmp=fmp_cmp(cc)
mm=3
for ii=1:mm
    for t=1:24
    ex(ii,t)=cc(t)*(Uu(1,t,ii)+Uu(2,t,ii)+Uu(3,t,ii))+sum(Cc(:,t,ii))
    end
end
expp=p*ex;
eexp=exp(expp);
F_m_p_cp=(1/p)*log10(sum(ex));
end

" cc" should be a 1 by 24 vector. could you please help me?

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John D'Errico on 15 Aug 2014

Note that you will never be happy with trying to solve a 24 variable problem with fminsearch. It simply is NOT designed for that many unknowns. Use a better optimizer, such as fmincon or fminunc.

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Answer 1

Star Strider on 15 Aug 2014

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You have to define ‘cc’ as a (1x24) vector as your initial parameter estimate vector ( x0 in the documentation ) to fminsearch.

You also have to pass Uu, Cc and p to your ‘fmp_cpm’ function. If Uu, Cc and p are already in your workspace, I would create an anonymous objective function to do that.

First, rewrite your function statement as:

function F_m_p_cmp=fmp_cmp(cc, Uu, Cc, p)

then create your objective function as:

objfcn = @(cc) fmp_cmp(cc, Uu, Cc, p);

so your call to fminsearch becomes:

cc0 = rand(1,24);    % Choose whatever (1x24) vector for ‘cc’ you want
cc_est = fminsearch(objfcn, cc0);

No promises because I can’t run your code, but this should get you started.

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Maryamm Bodaghi on 15 Aug 2014

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No, it does not work!

I wrote this in a m.file:

Uu(:,:,1)=[2.32,2.31,4.56,2.31,2.32,6.35,6.29,4.35,5.58,5.14,5.09,4.65,4.88,7.79,3.74,3.95,9.00,8.04,7.71,5.50,8.01,8.03,7.94,7.85;
    2.70,2.70,5.24,2.69,2.70,2.70,3.70,6.54,6.25,5.82,5.77,4.68,1.81,4.77,0.72,5.84,7.88,5.74,6.41,4.20,6.70,6.73,6.74,6.85;
    3.22,3.35,6.74,4.72,4.20,3.04,3.00,3.69,6.40,6.02,8.97,7.73,5.76,8.77,1.72,4.04,6.08,7.14,6.81,4.60,7.91,7.93,7.94,8.05];
Cc(:,:,1)=[0.250002053874725,0.250001367642151,0.0650220910741544,0.250002329233973,0.250002387194205,1.32246077146061,1.43988776889062,2.55997315289463,11.5599694049485,12.8055718741147,13.9753641154536,4.26247199514375,4.26241275537540,4.17570088911312,4.35038877135854,3.95571400893718,3.79208245855539,4.26241486543702,5.54732196911996,6.48998154207310,4.40391888137625,4.31521236680666,3.06243185942612,2.68960719996417;
    0.639994942528071,0.639970075434734,0.0650262920189211,0.639997398806767,0.639997786743896,0.639998396205809,0.639998853332021,12.1600217702483,14.3600372757455,3.80586138627085,3.97563895836056,4.06245667957776,4.06253999928858,3.97573994528159,4.15050914305549,3.75561745453674,3.59187679600778,4.06227056870602,5.34734258672776,6.28996031584877,4.20390963005821,4.11523573732071,4.06240525800963,3.68962478536353;
    0.960385543435686,0.705615650592933,3.46502050556536,4.55562184969182,4.61007891624988,4.72250811222509,4.84000629429496,5.35999112726772,5.96004276944333,6.20562208217949,26.1754726280311,28.0623975732646,29.8623899416214,31.5754243915630,6.55073500723565,19.9556182433331,16.3921511440755,16.8624199376268,18.1472868131861,19.0899771735918,17.0039205660128,16.9152366395328,16.8624051939675,16.4896184971335;];
it=1;  mm=1;  
p=10^(-4);   delta=0.5;   eta=10^(-6);
eps_m_p=(log10(mm))/p;
objfcn = @(cc) fmp_cmp(cc, Uu, Cc, mm, p)
cc=fminsearch(objfcn,rand(1,24))

and below in anoteher m.fime, named "fmp_cmp".

function F_m_p_cmp=fmp_cmp(cc,Uu,Cc,mm,p)
mm=1
for ii=1:mm
    for t=1:24
    ex(ii,t)=cc(t)*(Uu(1,t,ii)+Uu(2,t,ii)+Uu(3,t,ii))+sum(Cc(:,t,ii))
    end
end
expp=p*ex;
eexp=exp(expp);
F_m_p_cp=(1/p)*log10(sum(eexp));
end

but this error occured: Error in fmp_cmp (line 2)

mm=1
Output argument "F_m_p_cmp" (and maybe others) not assigned during call to
"C:\Users\PC-Bodaghi\Desktop\fmp_cmp.m>fmp_cmp".
Error in @(cc)fmp_cmp(cc,Uu,Cc,mm,p)
Error in fminsearch (line 191)
fv(:,1) = funfcn(x,varargin{:});
Error in AA (line 15)
cc=fminsearch(objfcn,rand(1,24))

Maryamm Bodaghi on 15 Aug 2014

thanks so much,yes it works.

how can I set constraints? sum(cc)=1 && 0<=cc<=1

and also,tolerance of delta?

could you please help me?

Star Strider on 15 Aug 2014

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My pleasure!

You cannot set constraints with fminsearch. You can normalise them inside your fmp_cmp function with:

cc = cc/sum(cc);

as the first statement in the function, but this is not actually constraining them. I can’t help you with delta. I have no idea what you are doing.

If you want to optimise with constraints, you will have to use one of the Optimization Toolbox solvers such as fmincon.

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how to put a vector in function

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how to put a vector in function

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