Defining objective functions appropriately
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okoth ochola el 2 de Feb. de 2023
Hi community, I previously asked about grey wolf optimizer and the guidance I got was much helpful,am eternally grateful for you all. I wanted to use the code to estimate Weibull parameters. I have a slight problem, when defining weibull function, do we consider it as maximization problem or minimization problem? Being that my objecive function has to be Weibull function. I will appreciate any clue or any help.
Matt J el 2 de Feb. de 2023
Editada: Matt J el 2 de Feb. de 2023
It depends what environment you are formulating the problem in. fmincon and fminunc will only minimize functions, so you cannot present the problem to them as a maximization. However, if you set up the problem with optimproblem(), then it allows you to specify through ObjectiveSense whether you are minimizing or maximizing,
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Torsten el 2 de Feb. de 2023
Usually, you maximize the corresponding log-likelihood function. So it's a maximization problem.
To maximize, use one of MATLAB's optimizers. Instead of maximizing f, you can then minimize -f so that every optimizer in MATLAB can also be used as a maximizer.