fmincon, how does interior point restrict parameters
조회 수: 8(최근 30일)
I used my own restriction transformation inside the function to allow fmincon to searh globally. However i ran into nummerical troubles, so instead of doing it my own way i just used Matlabs built in way of restricting paramaters which worked fine. Now i know that my method also works, but apparantly it is less robust to nummerical errors. Does any one know how Matlab restricts the parameters ?
options = optimset('TolX',1e-3,'Algorithm','interior-point');
options = optimset(options,'MaxFunEvals',1000,'Display','off');
[p,~,~]= fmincon(@(p) -likelihoodFunktion(p, vY, iN, type),p0, ,,,,[-0.995 0.00000001 -Inf],[0.995 2 Inf],,options);
The above is my code i ended up using. It works fine, it just bugs me i dont know how Matlab is doing it.