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[Help-gsl] Re: Simulated Annealing for a system of 9 equation, 5 unknown
[Help-gsl] Re: Simulated Annealing for a system of 9 equation, 5 unknowns
Fri, 7 Apr 2006 10:22:08 -0700
This system is very nonlinear and I have tested Newton’s method to
solve it but I converge not necessarily on the true solution
because it seems truly to depend of the initialization of my unknown.
So, I have find the Simulated annealing to find the global minimum
and the true solution but in the test.c of siman program I have
just view an example of one equation with many unknown and not an
example of a system of equation with many unknown.
My question is how can I use this program with my system of equation?
You just need to compose an objective function that corresponds to
zero if all the equations are satisfied. Suppose your system looked
like this where both f() and g() depend on a set of parameters theta:
f(x,y) = a
g(x,y) = b
Your objective function should be something like
F(theta) = ( f(x,y) - a)^2 + ( g(x,y) - b)^2)
Then you just use the anneallor to minimize F() to get a solution.
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Doug McKee <=