Is there a way I can impose Constraints on the model parameters while working with greybox modeling (greyest)?

I am working with greybox modeling (greyest) using interior point in fmincon. Since we can assign boundry while working with fmincon by itself, I wonder if I can apply to greybox modeling.

Thanks, Rex

Answer 1

[Abhi Sundararaman]

Unfortunately this seems to be a limitation in the "greyest" function. It is currently not possible to give a boundary to "greyest" similar to how you can give a boundary to "fmincon". I will notify the developers of this limitation, and they may consider it for a future release.

[Rex Chin-Hao]

Hi Abhi,

I found the idgrey can set the bounds for the parameter and later be estimated with fmincon together with greyest.

thanks,

Rex