TomSym Least squares example: Difference between revisions
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(Created page with "{{Part Of Manual|title=the TomSym Manual|link=TomSym Manual}} <source lang="matlab"> % Data from Yalmip example x = [1 2 3 4 5 6]'; t = (0:0.02:2*pi)'; a = [sin(t) si...") |
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Problem type appears to be: cls | Problem type appears to be: cls | ||
clsAssign: WARNING - empty y, e.g. solver NLSSOL will not work | clsAssign: WARNING - empty y, e.g. solver NLSSOL will not work | ||
Time for symbolic processing: 0. | Time for symbolic processing: 0.037954 seconds | ||
Starting numeric solver | Starting numeric solver | ||
The problem has 6 variables (Columns), slsSolve adds unbounded variables (Columns) 7 to 321 | The problem has 6 variables (Columns), slsSolve adds unbounded variables (Columns) 7 to 321 | ||
Line 38: | Line 38: | ||
TOMLAB - TOMLAB Development license 999007. Valid to 2011-12-31 | TOMLAB - TOMLAB Development license 999007. Valid to 2011-12-31 | ||
===================================================================================== | ===================================================================================== | ||
Problem: --- 1: Problem 1 f_k | Problem: --- 1: Problem 1 f_k 6110.439351709240300000 | ||
sum(|constr|) 0. | sum(|constr|) 0.000000000000353162 | ||
f(x_k) + sum(|constr|) | f(x_k) + sum(|constr|) 6110.439351709240300000 | ||
f(x_0) | f(x_0) 15056.768801840182000000 | ||
Solver: snopt. EXIT=0. INFORM=1. | Solver: snopt. EXIT=0. INFORM=1. | ||
Line 48: | Line 48: | ||
ResEv 4 JacEv 4 Iter 3 MinorIter 10 | ResEv 4 JacEv 4 Iter 3 MinorIter 10 | ||
Elapsed time: 0. | CPU time: 0.015600 sec. Elapsed time: 0.006000 sec. | ||
</pre> | </pre> | ||
[[File:tomsym_curvefit_01.png]] | [[File:tomsym_curvefit_01.png]] |
Latest revision as of 09:33, 8 November 2011
This page is part of the TomSym Manual. See TomSym Manual. |
% Data from Yalmip example
x = [1 2 3 4 5 6]';
t = (0:0.02:2*pi)';
a = [sin(t) sin(2*t) sin(3*t) sin(4*t) sin(5*t) sin(6*t)];
e = (-4+8*rand(length(a),1));
e(100:115) = 30;
y = a*x+e;
% Define the decision variable
toms 6x1 x_hat
% x_hat and the regressors a define the residuals with y
residuals = y-a*x_hat;
%The L2 problem is solved as a QP problem without any constraints.
options = struct;
options.norm = 'L2';
solution = ezsolve(residuals,[],[],options);
plot(t,subs(a*x_hat,solution),'-',t,y,'.')
Problem type appears to be: cls clsAssign: WARNING - empty y, e.g. solver NLSSOL will not work Time for symbolic processing: 0.037954 seconds Starting numeric solver The problem has 6 variables (Columns), slsSolve adds unbounded variables (Columns) 7 to 321 These extra variables is the objective residual values The problem has 0 linear constraints (Rows) The problem has 0 nonlinear constraints (Rows) The problem has 315 residuals, by slsSolve defined as constraint (Row) 1 to 315 ===== * * * =================================================================== * * * TOMLAB - TOMLAB Development license 999007. Valid to 2011-12-31 ===================================================================================== Problem: --- 1: Problem 1 f_k 6110.439351709240300000 sum(|constr|) 0.000000000000353162 f(x_k) + sum(|constr|) 6110.439351709240300000 f(x_0) 15056.768801840182000000 Solver: snopt. EXIT=0. INFORM=1. SNOPT 7.2-5 NLP code Optimality conditions satisfied ResEv 4 JacEv 4 Iter 3 MinorIter 10 CPU time: 0.015600 sec. Elapsed time: 0.006000 sec.