There is no solution for global optimum search in Optimization Toolbox?

조회 수: 1 (최근 30일)
Mr M.
Mr M. 2018년 11월 16일
답변: Alan Weiss 2018년 11월 16일
I have to buy the Global Optimization Toolbox?

채택된 답변

John D'Errico
John D'Errico 2018년 11월 16일
Essentially, yes, that is true.
You need to recognize however, that even the global optimization toolbox cannot provably solve ALL problems, since it is easy to pose an objective with infinitely many local minimizers, or one with a minimizer that is so narrow that no black box tool can find it. But the optimization toolbox has no tools in it that try to do more than find a locally optimum solution, as is true for any classical optimizer.
  댓글 수: 2
Mr M.
Mr M. 2018년 11월 16일
But fmincon description for example: Find minimum of constrained nonlinear multivariable function
I think this has to be a global optimum, morover I can set upper and lower bounds. However I've tried, and cannot find global minimum between the given range. So why to set the range??
Walter Roberson
Walter Roberson 2018년 11월 16일
fmincon only finds local minimums .

댓글을 달려면 로그인하십시오.

추가 답변 (1개)

Alan Weiss
Alan Weiss 2018년 11월 16일
To search for a global minimum, see the suggestions in Local vs. Global Optima.
Alan Weiss
MATLAB mathematical toolbox documentation

카테고리

Help CenterFile Exchange에서 Direct Search에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by