Created
November 20, 2017 22:37
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function ww = approx_int_func_solve(xy_pairs, xmin, xmax, intval, w0, f, lbda) | |
% example: | |
% xy_pairs = [0, 1.32; 33.9, .55]; | |
% xmin = 0; | |
% xmax = 33.9; | |
% intval = 38.985; | |
% w0 = [0.1,-2,2] | |
% ww = approx_int_func_solve(xy_pairs, xmin, xmax, intval, w0); | |
if nargin < 6 | |
f = @(x,w) -exp(w(1)*x+w(2)) + w(3); | |
lbda = 0.01; | |
end | |
% \sum_i [y_i - f(x_i;w)]^2 + lbda * [\int_xmin^xmax f(x;w) dx - intval]^2 | |
L = @(w) norm(xy_pairs(:,2) - arrayfun(@(x) f(x,w), xy_pairs(:,1)), 2).^2 + lbda * (integral(@(x) f(x,w), xmin, xmax) - intval)^2; | |
options = optimoptions(@fminunc, 'Algorithm', 'quasi-newton', 'Display', 'iter'); | |
[ww,Lval,exitflag,output] = fminunc(L, w0, options); |
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