Jacobian from lsqnonlin with multistart

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Bart
Bart el 5 de Ag. de 2011
Respondida: Carlos Henriques el 22 de Abr. de 2017
Dear all,
For my research, I'm running multiple lsqnonlin-fits using Matlab's MultiStart function. My objective function does not supply a jacobian.
If I run a single lsqnonlin-fit (from one start point; no MultiStart), I'm able to retrieve the (approximated) jacobian using: [x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(...) I need the jacobian to calculate a confidence interval for my estimated parameters. The run command (to run MultiStart), however, does not return a jacobian.
Is there a way to get the jacobian of the best fit of a MultiStart-run (again using lsqnonlin as the local solver)?
Thanks in advance!
Bart

Respuestas (4)

Bart
Bart el 16 de Ag. de 2011
Is there anybody who has some thoughts on solving this problem? Thanks!
Bart.

Cody
Cody el 24 de Oct. de 2015
yes I'd also like to know how this can be accomplished

Kapil Dave
Kapil Dave el 6 de En. de 2017
I am also interested in the same

Carlos Henriques
Carlos Henriques el 22 de Abr. de 2017
I'm doing it in this way:
you can extract the best X0 from multistart and then use it to run the lsqnonlin again.
For instance:
[params,fval,eflag,output,manymins] = run(ms,problem,20); % manymins have all the X0 used by multistart, you can take the better
[params,resnorm,residual,exitflag,fit_out,lambda,jacobian] = lsqnonlin(fun,manymins(1).X0{1},lb,ub,options);
cheers

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