how can we obtain the golobal minimum? in case nonconvex optimization using fmincon.

in case our constraint functions are nonconvex how can we obtain the global minimun using fmincon?

Answer 1

[Walter Roberson]

If you need a global minima, then fmincon() is usually the wrong routine to use. fmincon() is a local minimizer. There are certain kinds of functions for which it will find the global minimum within the constraints, but not generally. If there is any location inside the constrained area where the partial derivatives are all nearly 0 then fmincon() may find that location even if the global minimum seems "obvious".

[Chantrea Lean]

thank you very much for your reply.So is there other methods to find the global minimum then?

[Walter Roberson]

http://www.mathworks.com/products/global-optimization/

There is no known algorithm that is guaranteed to find the global minimum of an arbitrary function. There are some functions that can be analyzed to find a global minimum, but many cannot.