finding the minimum value of a function

[Farzad Bashtani]

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

[Xittenn]

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 February 22, 2012 by Xittenn