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finding the minimum value of a function

Farzad Bashtani
in Mathematics

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Hi

 

in my previous topic we reached to a conclusion that I need to find the minimum value of the following function .

 

[math]

cost(a, b, c) = \Sigma_i (y_i - a x_i^b - c)^2

[/math]

 

 

"yi" and "xi" are the result of a complicated analysis on my lab data and I need to find a,b,c in a way that COST(a,b,c) function be minimum.

I know its simple to use mathematical softwares like matlab or mathematica. but I have to develop my program with c++ so I need to know the algorithm of this process.

 

can you help me with that ? I would be appreciated ;)

I suggest maybe calling the matlab engine from c++ if it is as you say difficult for you to come up with the algorithms yourself. There are also math libraries for c++ find the one that suits your needs. It can make things difficult if you are not prepared to learn the entirety of the maths before you start.

Edited by Xittenn

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