Non-linear regression to find minimum
- From: Thomas.Courl@xxxxxxxxx
- Date: Thu, 21 Feb 2008 05:13:05 -0800 (PST)
Hi all !
I need to find the minimum of a multiple variables non-linear discrete
function, and I'm not a mathematician...
More specifically: I have a few hundreds thousands of data points
(X1,X2,...,Xn,Y) where the Xn are the variables and Y is the result of
the function that I would like to minimize.
My guess is that the best approach would be to do a non-linear
regression and then find the minimum: would that be the right
approach?
If yes, is MatLab the right tool to do this?
Many thanks for your help!
Regards,
Thomas
PS: my function has 23 variables but, if this is a limitation, I could
reduce it (and have a more rough approach).
.
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