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From Adrien Andre <adrien.an...@legos.obs-mip.fr>
Subject [math] Optimize non-differentiable multivariate real function with initial guess
Date Mon, 06 Aug 2012 16:46:03 GMT
Hi all,

i'm implementing in java a model which was originally developped in Matlab.

The goal is to minimize a non-differentiable trivariate real function.
The Matlab code calls the fminunc function
x = fminunc(fun,x0,options)
with x0 = [a, b, c] the initial guess, and
options as 'MaxFunEvals' to 500

I don't think the function is differentiable.
But i'm not very skilled in math
and mainly not at ease with the different parameters required for  
optimizers creation...

Could someone advise me about which to use ?

Many thanks in advance,

regards,

Adrien


P.S. : The function is originaly vectorial, a LeastSquaresConverter is  
used (the least square computation was implemented "manualy" in the  
matlab code).



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