1
我正在使用fminsearch
來通過擾亂某些參數來最小化粗等級協方差與精細等級協方差的平均值之間的誤差。這些是使用fminsearch
其中我打電話目標函數的代碼行2行minimize_me
使用三個參數我打算擾亂:使用fminsearch時出錯
opts = optimset('display', 'iter');
[x,fval,exitflag] = fminsearch(@(x) minimize_me(x(1), x(2), x(3)), [2, 5, 90], opts);
功能minimize_me
示出以下內容,它採用幾個多個功能的其體內:
function diff = minimize_me(a_minor, a_major, theta)
%# Grid and model parameters
nModel=50;
nModel_want=1;
nI_grid1=5;
Nth=1;
nRow.Scale1=5;
nCol.Scale1=5;
nRow.Scale2=5^2;
nCol.Scale2=5^2;
nCell.Scale1=nRow.Scale1*nCol.Scale1;
%% Covariance computation, averaging and difference of coarse and fine scale averaged covariances
% Reading files by using the function 'general_gslib_file_to_mat.mat'
[Deff_matrix_NthModel,~,~]=general_gslib_file_to_mat(nModel,nCell.Scale1,nModel_want,nI_grid1,Nth,'effective_dispersivity_coarsegrid5x5_gslib_format');
%# Maximum value of covariance/variogram at coarse scale
sill = var(reshape(Deff_matrix_NthModel,nCell.Scale1,1)); % variance of the coarse data matrix of size (nRow.Scale1 X nCol.Scale1)
%% Compute the covariance at different lags using the function general_CovModel.m
for ihRow = 1:nRow.Scale1
for ihCol = 1:nCol.Scale1
[cov.Scale1(ihRow,ihCol),heff.Scale1(ihRow,ihCol)] = general_CovModel(theta, ihCol, ihRow, a_minor, a_major, sill, 'Exp');
end
end
for ihRow = 1:nRow.Scale2
for ihCol = 1:nCol.Scale2
[cov.Scale2(ihRow,ihCol),heff.Scale2(ihRow,ihCol)] = general_CovModel(theta, ihCol/(nCol.Scale2/nCol.Scale1), ihRow/(nRow.Scale2/nRow.Scale1), a_minor, a_major,...
sill/(nRow.Scale2*nCol.Scale2), 'Exp');
end
end
%# Scale-up of fine scale values by averaging which is done using the function general_AverageProperty.m
[covAvg.Scale2,var_covAvg.Scale2,varNorm_covAvg.Scale2] = general_AverageProperty(nRow.Scale2/nRow.Scale1,nCol.Scale2/nCol.Scale1,1,nRow.Scale1,nCol.Scale1,1,cov.Scale2,1);
%# Difference between the coarse scaled covariance and average of fine scale covariance
diff = (covAvg.Scale2 - cov.Scale1)^2;
end
但是,在運行的前所示代碼的前兩行,我得到這個錯誤:
??? Subscripted assignment dimension mismatch.
Error in ==> fminsearch at 195
fv(:,1) = funfcn(x,varargin{:});
有人可以指出什麼是錯的?謝謝!
我錯過了'fminsearch'的標準,它說'fminsearch' **找到標量函數**的最小值。這有助於運行代碼。謝謝! – Pupil
@S_H - 非標量函數很難「最小化」。這些通常被稱爲多標準優化,但我不是積極的,這是你正在嘗試做的。如果你有多個你想要最小化的輸出,那麼你需要把它變成一個標量函數。通常使用術語的平方和,或者可以採用術語的線性組合,使總和最小化。 – 2012-11-18 22:05:02
@ woodchips:確實,我把我想要最小化的矩陣作爲「規範」。但是,我沒有得到滿意程度的優化解決方案。具有諷刺意味的是,我用L-2範數得到的「min f(x)= 0.282556」給出的數據更接近於我用L-1範數得到的「min f(x)= 0.257489」的數據。 – Pupil