MATLAB: How to work with unknown parameters using Nelder Mead Algorithm

nelder-meadparameter extractionpv panel

Dear All, I need to extract the original parameters of a PV Panel using Nelder-Mead Algorithm. How can I do that?

I also have the following equation:

Thank you and looking forward.

Best Answer

https://www.mathworks.com/matlabcentral/fileexchange/69636-nelder-and-mead-simplex-algorithm

Given a set of trial input parameters in a vector, use the known x values to project y values. Subtract the known y values in each case, and square those individually, and sum() the vector. The result will be a sum-of-squared-errors scalar for those input parameters. You want to minimize that: if there were a perfect fit, the residue would be 0. (The residue cannot be negative as you are adding values that are strictlly non-negative).

You can construct a function handle that given the trial parameters, calculates the residue scalar.

Now pass the function handle to your Nelder-Mead function for it to minimize.

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MATLAB: Maximizing a function with a nonlinear constraint using fmincon

Rewrite mycon to have this form,

   function [c,ceq] = mycon(x, y,mu, psi,sig20, Vgam,gam0, lam0,Vlam )
     c= exp(x(2))+exp(x(3))-0.99;
     ceq=[];
   end

Even if the extra known variables aren't actually used in the computations of the constraints, they have to be there if you use additional arguments to fmincon to pass them in.

Incidentally, passing extra known parameters this way is antiquated. You should use anonymous or nested functions as described here. If you use these alternatives, you will not have to have to pass variables to functions that don't need them.

MATLAB: How fmincon shifts x0 when it does not strictly satisfy the upper and lower bounds

I believe that if you get this message, then you have made an error. You gave a start point that is infeasible with respect to the bounds, and this is a mistake. fmincon does the best it can to try to continue despite the error. If I got that message, I would examine my code carefully and eliminate the cause of the error, rather than trying to figure out exactly how fmincon works around my error.

Alan Weiss

MATLAB mathematical toolbox documentation

Best Answer

Related Solutions

MATLAB: Maximizing a function with a nonlinear constraint using fmincon

MATLAB: How fmincon shifts x0 when it does not strictly satisfy the upper and lower bounds

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