matlab线性工具,优化工具箱，线性及非线性回归技巧总结

Optimization Tips and Tricks

New users and old of optimization in MATLAB will find useful tips and tricks in this document, as well as examples one can use as templates for their own problems.

Use this tool by editing the file optimtips.m, then execute blocks of code in cell mode from the editor, or best, publish the file to HTML. Copy and paste also works of course.

Some readers may find this tool valuable if only for the function pleas - a partitioned least squares solver based on lsqnonlin.

This is a work in progress, as I fully expect to add new topics as I think of them or as suggestions are made. Suggestions for topics I've missed are welcome, as are corrections of my probable numerous errors. The topics currently covered are listed below.

Contents

1. Linear regression basics in matlab

2. Polynomial regression models

3. Weighted regression models

4. Robust estimation

5. Ridge regression

6. Transforming a nonlinear problem to linearity

7. Sums of exponentials

8. Poor starting values

9. Before you have a problem

10. Tolerances & stopping criteria

11. Common optimization problems & mistakes

12. Partitioned least squares estimation

13. Errors in variables regression

14. Passing extra information/variables into an optimization

15. Minimizing the sum of absolute deviations

16. Minimize the maximum absolute deviation

17. Batching small problems into large problems

18. Global solutions & domains of attraction

19. Bound constrained problems

20. Inclusive versus exclusive bound constraints

21. Mixed integer/discrete problems

22. Understanding how they work

23. Wrapping an optimizer around quad

24. Graphical tools for understanding sets of nonlinear equations

25. Optimizing non-smooth or stochastic functions

26. Linear equality constraints

27. Sums of squares surfaces and the geometry of a regression

28. Confidence limits on a regression model

29. Confidence limits on the parameters in a nonlinear regression

30. Quadprog example, unrounding a curve

31. R^2

32. Estimation of the parameters of an implicit function

33. Robust fitting schemes

34. Homotopies

35. Orthogonal polynomial regression

36. Potential topics to be added or expanded in the (near) future