MATLAB: How to optimize the ODE system using fmincon


Hello all, Please I am new to the optimization field. I have an ode system which I have solved and have performed parameter estimation, I am at the steady state optimization step but I do not know how to use fmincon for this purpose. I solved the ODE model using euler explicit method and used EKF for the parameter estimation. My system is my non-linear equality constraint. I want to optimize my input using the parameters I estimated, for solving the ODE my input and uncertain parameters are constant, but I am made to understand that they have to be changing for the optimization step at each Iteration.
I have tried to read and also watch some examples online but all contain just regular equations. Please I need help. I have attached my codes for clarity.

Best Answer

  • Take a look at the examples Fit an ODE to Data and Optimize an ODE in Parallel (the latter example uses Global Optimization Toolbox solvers, but you can use fmincon just as well).
    Alan Weiss
    MATLAB mathematical toolbox documentation