Solves nonlinear least-squares curve fitting problems of the form

最新推荐文章于 2022-04-14 11:07:17 发布

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最新推荐文章于 2022-04-14 11:07:17 发布

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lsqnonlin

Solve nonlinear least-squares (nonlinear data-fitting) problems

Equation

Solves nonlinear least-squares curve fitting problems of the form

Syntax

x = lsqnonlin(fun,x0) x = lsqnonlin(fun,x0,lb,ub) x = lsqnonlin(fun,x0,lb,ub,options) x = lsqnonlin(problem) [x,resnorm] = lsqnonlin(...) [x,resnorm,residual] = lsqnonlin(...) [x,resnorm,residual,exitflag] = lsqnonlin(...) [x,resnorm,residual,exitflag,output] = lsqnonlin(...) [x,resnorm,residual,exitflag,output,lambda] = lsqnonlin(...) [x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(...)

Description

lsqnonlin solves nonlinear least-squares problems, including nonlinear data-fitting problems.

Rather than compute the value (the sum of squares), lsqnonlin requires the user-defined function to compute the vector-valued function

Then, in vector terms, you can restate this optimization problem as

where x is a vector and f(x) is a function that returns a vector value.

x = lsqnonlin(fun,x0) starts at the point x0 and finds a minimum of the sum of squares of the functions described in fun. fun should return a vector of values and not the sum of squares of the values. (The algorithm implicitly sums and squares fun(x).)

Note: Passing Extra Parameters explains how to pass extra parameters to the vector function f, if necessary.

x = lsqnonlin(fun,x0,lb,ub) defines a set of lower and upper bounds on the design variables inx, so that the solution is always in the range lb ≤ x ≤ ub.

x = lsqnonlin(fun,x0,lb,ub,options) minimizes with the optimization options specified in the structure options. Use optimset to set these options. Pass empty matrices for lb and ub if no bounds exist.

x = lsqnonlin(problem) finds the minimum for problem, where problem is a structure described inInput Arguments.

Create the structure problem by exporting a problem from Optimization Tool, as described inExporting Your Work.

[x,resnorm] = lsqnonlin(...) returns the value of the squared 2-norm of the residual at x:sum(fun(x).^2).

[x,resnorm,residual] = lsqnonlin(...) returns the value of the residual fun(x) at the solution x.

[x,resnorm,residual,exitflag] = lsqnonlin(...) returns a value exitflag that describes the exit condition.

[x,resnorm,residual,exitflag,output] = lsqnonlin(...) returns a structure output that contains information about the optimization.

[x,resnorm,residual,exitflag,output,lambda] = lsqnonlin(...) returns a structure lambda whose fields contain the Lagrange multipliers at the solution x.

[x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(...) returns the Jacobian offun at the solution x.

Note: If the specified input bounds for a problem are inconsistent, the output x is x0 and the outputs resnorm and residual are [].

Components of x0 that violate the bounds lb ≤ x ≤ ub are reset to the interior of the box defined by the bounds. Components that respect the bounds are not changed.

Input Arguments

Function Arguments contains general descriptions of arguments passed into lsqnonlin. This section provides function-specific details for fun, options, and problem:

fun

The function whose sum of squares is minimized. fun is a function that accepts a vector x and returns a vector F, the objective functions evaluated at x. The function fun can be specified as a function handle to a file:

x = lsqnonlin(@myfun,x0)

where myfun is a MATLAB function such as

function F = myfun(x)
F = ...            % Compute function values at x

fun can also be a function handle for an anonymous function.

x = lsqnonlin(@(x)sin(x.*x),x0);

If the user-defined values for x and F are matrices, they are converted to a vector using linear indexing.

Note The sum of squares should not be formed explicitly. Instead, your function should return a vector of function values. See Examples.

If the Jacobian can also be computed and the Jacobian option is 'on', set by

options = optimset('Jacobian','on')

the function fun must return, in a second output argument, the Jacobian value J, a matrix, at x. By checking the value of nargout, the function can avoid computing J when fun is called with only one output argument (in the case where the optimization algorithm only needs the value of F but not J).

function [F,J] = myfun(x)
F = ...          % Objective function values at x
if nargout > 1   % Two output arguments
   J = ...   % Jacobian of the function evaluated at x
end

If fun returns a vector (matrix) of m components and x has length n, where nis the length of x0, the Jacobian J is an m-by-n matrix where J(i,j) is the partial derivative of F(i) with respect to x(j). (The Jacobian J is the transpose of the gradient of F.)