[Ipopt] [*****SPAM*****] Ipopt Digest, Vol 66, Issue 6
Edson Cordeiro do Valle
edsoncv at gmail.com
Wed Jun 16 09:48:03 EDT 2010
Pierre
You don't need to solve your problem with ipopt, you can solve it easyly
in excel, since you don't have a constrained optimization problem:
First, apply log to both sides of equation and get:
ln (Y) = ln (p1*exp(p2.X))
which is equal to:
ln (Y) = ln (p1) + p2.X
Calculate the Y and X vector in excel (from your experimental data).
plot Y, vs X.
make a linear regression in excel
the linear coeficient will be ln(p1) and the angular p2.
I hope this would help. Like we say in my country, you're trying to use
a cannon to kill an ant :) .
Regards
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> 1. optimization with experimental data
> (pierre-lin.pommier at fr.michelin.com)
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> ----------------------------------------------------------------------
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> Message: 1
> Date: Tue, 15 Jun 2010 10:23:31 +0200
> From: pierre-lin.pommier at fr.michelin.com
> Subject: [Ipopt] optimization with experimental data
> To: ipopt at list.coin-or.org
> Message-ID:
> <OF98FA538D.CF578227-ONC1257743.002D8BBE-C1257743.002E1D9B at michelin.com>
>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Hello,
>
> I'm looking for to solve an optimization problem. I have some experimental
> data and I want to minimize the difference (L2-norm) between the model and
> the measures.
>
> I have some difficulties to link Ipopt solver : how can I take into
> account these experimental data in functions "eval_f", "eval_grad_f",
> "eval_g", "eval_jac_g" and "eval_h" ?
>
> You gave an example to minimize a function without experimental data.
>
> For instance, if my function is
>
> y(p1, p2, x) = p1 * exp(p2 * x)
>
> where p1 and p2 are my 2 parameters, x is my variable (the temperature for
> instance). So at each componant of x, called x_i, I must have a new point
> y(p1, p2, x_i)
>
> the jacobian of my function is
>
> exp(p2 * x)
> p2 * p1 * exp(p2 * x)
>
> for each x.
>
> How can I program functions "eval_f", "eval_grad_f", "eval_g",
> "eval_jac_g" and "eval_h" ?
>
> Thank you very much.
>
> Sincerly,
>
> Pierre-Lin Pommier
> _______________________________________________________
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