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Le 30/11/2010 14:15, Carrico, Paul a écrit :
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cite="mid:55A12CBC06A8C9459DCE0BBEF8122FDC0498AFDF@exchsrv.AUXITROL1"
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<div dir="ltr" align="left"><font face="Arial" size="2"
color="#0000ff"><span class="295120913-30112010">Both Michaël and
Sébastien,</span></font></div>
<div dir="ltr" align="left"><font face="Arial" size="2"
color="#0000ff"><span class="295120913-30112010"></span></font> </div>
<div dir="ltr" align="left"><font face="Arial" size="2"
color="#0000ff"><span class="295120913-30112010">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).</span></font></div>
<div dir="ltr" align="left"><font face="Arial" size="2"
color="#0000ff"><span class="295120913-30112010"></span></font> </div>
<div dir="ltr" align="left"><font face="Arial" size="2"
color="#0000ff"><span class="295120913-30112010">Additional question :
</span></font><font face="Arial" size="2" color="#0000ff"><span
class="295120913-30112010">do you think I should have a look on
another Scilab function afterward ? Can you recommand a good support to
well understand optimization problems ?</span></font></div>
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<br>
<span style="visibility: visible;" id="main"><span
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<br>
S.<br>
<blockquote
cite="mid:55A12CBC06A8C9459DCE0BBEF8122FDC0498AFDF@exchsrv.AUXITROL1"
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<div dir="ltr" align="left"><font face="Arial" size="2"
color="#0000ff"><span class="295120913-30112010">Paul</span></font></div>
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<p align="left"><font face="Arial" size="2">-----------------------------------------------------------------</font>
<br>
<b><font face="Arial Narrow">PAUL CARRICO</font></b> <br>
<font face="Arial" size="2">Design Engineer / Material expert</font> <br>
<font face="Arial" size="2">Temperature Department</font> </p>
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<hr tabindex="-1"><font face="Tahoma" size="2"><b>De :</b> Michaël
Baudin [<a class="moz-txt-link-freetext" href="mailto:michael.baudin@scilab.org">mailto:michael.baudin@scilab.org</a>] <br>
<b>Envoyé :</b> mardi 30 novembre 2010 14:00<br>
<b>À :</b> <a class="moz-txt-link-abbreviated" href="mailto:users@lists.scilab.org">users@lists.scilab.org</a><br>
<b>Cc :</b> Carrico, Paul<br>
<b>Objet :</b> Re: [scilab-Users] optimization : general question<br>
</font><br>
</div>
Hi,<br>
<br>
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.<br>
<br>
In order to find an example, please look, in Scilab v5.2.2, in the
demonstrations:<br>
<br>
? > Scilab Demonstrations > Optimization and simulation >
neldermead Box B<br>
<br>
This example is based on the problem B from the Box' paper. It is a
problem with 2 bounded parameters (see in attachment). <br>
<br>
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:<br>
<br>
function [ f , index ] = myquad ( x , index )<br>
f = x(1)^2 + x(2)^2<br>
endfunction<br>
rand("seed" , 0)<br>
x0 = [1.2 1.9].';<br>
nm = nmplot_new ();<br>
nm = nmplot_configure(nm,"-numberofvariables",2);<br>
nm = nmplot_configure(nm,"-function",myquad);<br>
nm = nmplot_configure(nm,"-x0",x0);<br>
nm = nmplot_configure(nm,"-method","box");<br>
nm = nmplot_configure(nm,"-boundsmin",[1 1]);<br>
nm = nmplot_configure(nm,"-boundsmax",[2 2]);<br>
nm = nmplot_search(nm);<br>
xcomp = nmplot_get(nm,"-xopt") // Should be [1 1]<br>
fcomp = nmplot_get(nm,"-fopt") // Should be 2<br>
nm = nmplot_destroy(nm);<br>
<br>
This example is not provided in the help of neldermead (see bug #7164):
I will fix this in the next release.<br>
<br>
Best regards,<br>
<br>
Michaël<br>
<br>
PS<br>
<a moz-do-not-send="true"
href="http://bugzilla.scilab.org/show_bug.cgi?id=7164">http://bugzilla.scilab.org/show_bug.cgi?id=7164</a><br>
<br>
Le 30/11/2010 11:58, Carrico, Paul a écrit :
<blockquote
cite="mid:55A12CBC06A8C9459DCE0BBEF8122FDC0498AFDD@exchsrv.AUXITROL1"
type="cite">
<meta name="GENERATOR" content="MSHTML 8.00.6001.18975">
<div><font face="Arial" size="2"><span class="251084310-30112010">
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">Dear all,</span><span
lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span lang="EN-GB"><font
size="3"><font face="Times
New Roman"><o:p></o:p></font></font></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">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.</span><span
lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span lang="EN-GB"><font
size="3"><font face="Times
New Roman"><o:p></o:p></font></font></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">I'm
currently working in linking a FEA code with Scilab to fit parameters
from tests (see attached fig<span class="251084310-30112010"> - in red
the steps realized in Scilab </span>) :</span><span lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">- On a
single parameter I used with success the <strong><u><span
style="font-family: Arial;">fminsearch</span></u></strong> function
(based on the simplex theory),</span><span lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">- with 2
parameters, the calculated ran ... nevertheless the final result is
physically non applicable (need to bracket one of the values for
examples)</span><span lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span lang="EN-GB"><font
size="3"><font face="Times
New Roman"><o:p></o:p></font></font></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">Does
somebody be experienced on such item ? what is the best Scilab function
? Some advices in reading ?</span><span lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span lang="EN-GB"><font
size="3"><font face="Times
New Roman"><o:p></o:p></font></font></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">Thanks in
advance</span><span lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span lang="EN-GB"><font
size="3"><font face="Times
New Roman"><o:p></o:p></font></font></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">Regards</span><span
lang="EN-GB"><o:p></o:p></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span lang="EN-GB"><font
size="3"><font face="Times
New Roman"><o:p></o:p></font></font></span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB">Paul</span></p>
<p style="margin: 0cm 0cm 0pt;" class="MsoNormal"><span
style="font-family: Arial; font-size: 10pt;" lang="EN-GB"></span> </p>
</span></font></div>
<div> </div>
<div><img alt="" src="cid:part1.06060008.05030407@utc.fr" hspace="0"
align="baseline" border="0"></div>
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<pre class="moz-signature" cols="72">--
Michaël Baudin
Ingénieur de développement
<a moz-do-not-send="true" class="moz-txt-link-abbreviated"
href="mailto:michael.baudin@scilab.org">michael.baudin@scilab.org</a>
-------------------------
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
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