Re: Optimization with Matlab

[Thanh Dang Nguyen <nguyet1@Eng.Auburn.EDU>]

Hi,

I'm not sure if I understand your problem correctly, but please let me
add a few comments.

> I understand the FMINS function in Matlab can be only used to optimize 
> a function F(X)=0 with a starting vector Xo. FMINS attempts to return a 
> vector X which is a local minimizer of F(X) near Xo.
> How can I optimize at the same time the three vectors Ed(f), Es(f) and Ef(f)?
> Should I use another optimization tool? So yes, which one?

An easy way to get around this problem is to stack three vectors you have
into one vector, and then use it as an input to the optimization command.
Inside the cost function, of course, you need to include some simple
indexing operations in order to retrieve the three vectors from the
input parameter.

You can stick with the FMINS command, if your problem is unconstrained.
If you have additional (such as nonnegativity) constraints on the solution,
then other commands in the same toolbox are the natural choices.

> I'm also failled in using FSOLVE to optimize a matrix consisting of 
> the three vectors.

FSOLVE is just a least-squares command, so if didn't work, I guess you
set up the problem inappropriately.

Good luck!

-Thanh