[scilab-Users] optimization : general question

[sebastien salmon]

Maybe this thesis could help you (in french)







> Message du 30/11/10 14:16
> De : "Carrico, Paul" 
> A : users at lists.scilab.org
> Copie à : 
> Objet : RE: [scilab-Users] optimization : general question
> 
> Both Michaël and Sébastien,   First of all thanks for your (interesting) feedback, I'll have a look on the example (as you've seen I'm a newbie in optimization item and your advices are precious).   Additional question : do you think I should have a look on another Scilab function afterward ? Can you recommand a good support to well understand optimization problems ?   Cheers   Paul     ----------------------------------------------------------------- 
> PAUL CARRICO 
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> De : Michaël Baudin [mailto:michael.baudin at scilab.org] 
> Envoyé : mardi 30 novembre 2010 14:00
> À : users at lists.scilab.org
> Cc : Carrico, Paul
> Objet : Re: [scilab-Users] optimization : general question
> 
> Hi,
> 
> There is no way to apply bounds to the parameters from the fminsearch function. This is because the algorithm was mainly designed for unconstrained optimization. Nevertheless, it is possible to apply them with the lower level component that the fminsearch function uses, the neldermead component. This is possible by projecting the parameters on the bounds. This makes the simple degenerate on the bounds and, if not far away from the optimum, let the simplex converge on the optimum.
> 
> In order to find an example, please look, in Scilab v5.2.2, in the demonstrations:
> 
> ? > Scilab Demonstrations > Optimization and simulation > neldermead Box B
> 
> This example is based on the problem B from the Box' paper. It is a problem with 2 bounded parameters (see in attachment). 
> 
> In Scilab v5.3, I added some other examples. This includes a simple problem with bounds and  Rosenbrock's post office problem, an optimization with 3 parameters and linear constraints (see in attachement). The simplest problem is the following:
> 
>   function [ f , index ] = myquad ( x , index )
>     f = x(1)^2 + x(2)^2
>   endfunction
>   rand("seed" , 0)
>   x0 = [1.2 1.9].';
>   nm = nmplot_new ();
>   nm = nmplot_configure(nm,"-numberofvariables",2);
>   nm = nmplot_configure(nm,"-function",myquad);
>   nm = nmplot_configure(nm,"-x0",x0);
>   nm = nmplot_configure(nm,"-method","box");
>   nm = nmplot_configure(nm,"-boundsmin",[1 1]);
>   nm = nmplot_configure(nm,"-boundsmax",[2 2]);
>   nm = nmplot_search(nm);
>   xcomp = nmplot_get(nm,"-xopt") // Should be [1 1]
>   fcomp = nmplot_get(nm,"-fopt") // Should be 2
>   nm = nmplot_destroy(nm);
> 
> This example is not provided in the help of neldermead (see bug #7164): I will fix this in the next release.
> 
> Best regards,
> 
> Michaël
> 
> PS
> http://bugzilla.scilab.org/show_bug.cgi?id=7164
> 
> Le 30/11/2010 11:58, Carrico, Paul a écrit : Dear all,

The purpose of this mail is to benefit from user feedback of Scilab community ... even if my experience on optimization item is currently rather limited, this study will significantly increase my own expertise.

I'm currently working in linking a FEA code with Scilab to fit parameters from tests (see attached fig - in red the steps realized in Scilab ) :
- On a single parameter I used with success the fminsearch function (based on the simplex theory),
- with 2 parameters, the calculated ran ... nevertheless the final result is physically non applicable (need to bracket one of the values for examples)

Does somebody be experienced on such item ? what is the best Scilab function ? Some advices in reading ?

Thanks in advance

Regards

Paul
 
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> 
> -- Michaël Baudin Ingénieur de développement michael.baudin at scilab.org ------------------------- Consortium Scilab - Digiteo Domaine de Voluceau - Rocquencourt B.P. 105 - 78153 Le Chesnay Cedex Tel. : 01 39 63 56 87 - Fax : 01 39 63 55 94 -------------------------------------------------------------------------------- Le présent mail et ses pièces jointes sont confidentiels et destinés à la personne ou aux personnes visée(s) ci-dessus. Si vous avez reçu cet e-mail par erreur, veuillez contacter immédiatement l'expéditeur et effacer le message de votre système. Toute divulgation, copie ou distribution de cet e-mail est strictement interdite. This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error, please contact the sender and delete the email from your system. If you are not the named addressee you should not disseminate, distribute or copy this email. 
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