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Optimizing unknown function with incomplete set of variables.
From: |
hale812 |
Subject: |
Optimizing unknown function with incomplete set of variables. |
Date: |
Wed, 21 Dec 2016 21:00:31 -0800 (PST) |
I am building a set of filters combined in a circuit with no explicit
relation for cut-off frequencies.
Instead, I am building a cost function F with a set of parameters F(var1,
var2, freq1, freq2,....)
Basically, the cost F is a sum of all partial costs univariate of partial
filters by the *absolute* value. F=∑(|Fi|). So I expect the problem converge
with F=0|Fi=0.
freq1, freq2 and everything coming after them are CONSTANTS passed by a
problem generator.
var1, var1 are to be found.
It is possible to guess initial values of var1 and var2 basing on partial
analysis of F components.
I am stuck with Octave standard tool set. Seems like most tools treat
strictly canonical polynomial problems, simple first-order sum of scalars.
There is minimization tool that treat F(x) with x as all-variables vector.
And I did not find a way to optimize/minimize/ my problem with both
variables and constants passed to F.
Can you please help me with a way to solve this?
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- Optimizing unknown function with incomplete set of variables.,
hale812 <=