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<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010>Both Michaël and Sébastien,</SPAN></FONT></DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010></SPAN></FONT> </DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><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 color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010></SPAN></FONT> </DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010>Additional question : </SPAN></FONT><FONT color=#0000ff
size=2 face=Arial><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>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010></SPAN></FONT> </DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010>Cheers</SPAN></FONT></DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010></SPAN></FONT> </DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010>Paul</SPAN></FONT></DIV>
<DIV dir=ltr align=left><FONT color=#0000ff size=2 face=Arial><SPAN
class=295120913-30112010></SPAN></FONT> </DIV>
<DIV> </DIV>
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<BR><B><FONT face="Arial Narrow">PAUL CARRICO</FONT></B> <BR><FONT size=2
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<FONT size=2 face=Tahoma><B>De :</B> Michaël Baudin
[mailto:michael.baudin@scilab.org] <BR><B>Envoyé :</B> mardi 30 novembre
2010 14:00<BR><B>À :</B> users@lists.scilab.org<BR><B>Cc :</B>
Carrico, Paul<BR><B>Objet :</B> Re: [scilab-Users] optimization : general
question<BR></FONT><BR></DIV>
<DIV></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
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 size=2 face=Arial><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>
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src="cid:295120913@30112010-09F3"></DIV>
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</PRE></BLOCKQUOTE><BR><BR><PRE class=moz-signature cols="72">--
Michaël Baudin
Ingénieur de développement
<A class=moz-txt-link-abbreviated href="mailto:michael.baudin@scilab.org">michael.baudin@scilab.org</A>
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