Brute force for finding optimal value
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I have a function Say, f(x)=(1-0.5)*[(sin(x-0.25))/2]+0.5.
and x lie in range [-pi,pi], which need to be optimized such that the f(x) will be maximum. The final result f(x), after applying brute force, will be of order 1*10. How to incorporate it, using brute force?
Regards and thanks in anticipation.
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Walter Roberson
2022 年 3 月 28 日
Brute force is defined as trying all possible values. You have about 8*10^18 representable values in that range, so if you need to use brute force then the best you can hope for is roughly 3 months of computation (unless a gpu could be used)
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Walter Roberson
2022 年 3 月 28 日
There might be reason to divide a range into segment, and run fmincon() of the function confined to that segment, and the gather all of the results together. But that would not be considered brute force.
その他の回答 (1 件)
Torsten
2022 年 3 月 28 日
編集済み: Torsten
2022 年 3 月 28 日
I don't understand. Your function has a single maximum at x=0.25+pi/2. Why are you talking about 10 x-values ?
Do you perhaps mean
f = @(x)(1-0.5)*sin(x-0.25)/2 + 0.5;
x = linspace(-pi,pi,10); % Choose 10 equidistant x-values
[imax,fmax] = max(f(x)); % find maximum and position under the 10 x-values
xmax = x(imax) % print out x position of maximum
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