Minimize function with L-BFGS-B algorithm

Hi Team,

can you please help me the right function to implement minimize function with L-BFGS-B algorithm. Also, below are the boundaries I want to pass to the function.

a0= (0,15)

a1=(-15,30)

a2=(-30,30)

a3=(-30,30)

a4=(0,2.5)

a5=(2.5,5.5)

bnds=(a0,a1,a2,a3,a4,a5)

I'm looking for an equivalent function to implement below solver which was coded in python.

sol= minimize(objective,β4, method='L-BFGS-B', bounds=bnds).

thanks in advance for your help.

Regards,

Jagadish

Answer 1

[John D'Errico]

Team? What team? Ain't no team here. Perhaps you misunderstand what Answers is, as an open forum visited by volunteers.

The bound constrained minimizer you will find in MATLAB (the optimization toolbox) is FMINCON, which does not have that specific algorithm coded as an optiion as I recall. But FMINCON should be eminently suitable as a replacement.

Or you can use tools in the global optimization toolbox, like GA. GA is not in that general class of solver though.

Finally, you can look on the File Exchange, where you might find something closer to your target algorithm. Or, you might not.

[Jagadish Yarlagadda]

Yes, I understand there is no team. Written as usual practice.

Thanks for your inputs.

Have a further question, I did find FMINLBFGS function which is close match for my requirement. However, I'm not able to find option to set the boundaries for the result set.

can you help if there is any option to set boundaries in this function?

[ABDULAZIZ ALTUN]

Were you able to figuer it out? It would be helpful to answer yourself back!