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

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Mr M.
Mr M. 2018 年 11 月 16 日
回答済み: Alan Weiss 2018 年 11 月 16 日
I have to buy the Global Optimization Toolbox?


John D'Errico
John D'Errico 2018 年 11 月 16 日
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.
  2 件のコメント
Mr M.
Mr M. 2018 年 11 月 16 日
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 2018 年 11 月 16 日
fmincon only finds local minimums .


その他の回答 (1 件)

Alan Weiss
Alan Weiss 2018 年 11 月 16 日
To search for a global minimum, see the suggestions in Local vs. Global Optima.
Alan Weiss
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