optimization with many variables - lsqnonlin

Hi, I have an optimization problem with a large amount of variables. could be 100-10,000. Assuming that I can produce a similar amount of function, and that I have good starting guess, How many variables can lsqnonlin handle?

Is there a better mathod to solve these type of problems?

thanks

Answer 1

[Alan Weiss]

There is no set limit on the number of variables you can use. People routinely use Optimization Toolbox to solve nonlinear problems with thousands of variables. With a good starting guess, you can expect lsqnonlin to work.

That said, there are techniques that can speed lsqnonlin, such as using a Jacobian pattern or analytic Jacobian, or even a Jacobian multiply function. See lsqnonlin options.

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 2

[Abdelwahab Afifi]

I wanna avoid defining these large variables manually. Is there any simple method for this?

x(1) x(2) x(3) ...... x(n)