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MathGroup Archive 2000

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Re: Change objetive function in Non-Linear Fit

  • To: mathgroup at
  • Subject: [mg25726] Re: [mg25673] Change objetive function in Non-Linear Fit
  • From: "Mark Harder" <harderm at>
  • Date: Thu, 19 Oct 2000 04:35:56 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

    I don't think you can change the objective function in NLFit, which was
written specifically to minimize the Least-squares error between the model
and the data.
    For your purpose, use the FindMinimum function.  Write a Mathematica
function that takes symbolic parameters of your f & g functions & the list
of x values, calculates the matrix derived from these function values, and
returns the value of the determinant of that matrix.  By default,
FindMinimum will iterate to a minimum of the determinant over parameter
space by a method that requires calculation of derivatives of the objective
function.  If it can't do this, there may be problems, so you can direct it
to use a derivative-free method by setting the Options: Method->Gradient,
Compiled->False.  Or you can supply your own gradient function using the
Gradient-> option. See the Mathematica documentation for the details.

-mark harder

-----Original Message-----
From: Miguel Mora <morafonz at>
To: mathgroup at
Subject: [mg25726] [mg25673] Change objetive function in Non-Linear Fit

>I want to change the objetive function in the
>Non-Linear Fit Function.Can I do this?
>I have the function defined is the determinant of a
>Matrix that involves two non linear functions.
>If I can't change the objetive function. How can I
>made a non linear fit simultaneosly on two non linear
>functions? I have the functions, f(x), g(x), both
>non-linear, and a set of data (f,g,x). How can I made
>a non linear fit?
>Thanks, Miguel Mora

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