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preference of fmincon than other methods

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NooshinY 2019 年 1 月 23 日
コメント済み: Alan Weiss 2019 年 1 月 23 日
I have been used fmincon function to solve my nonlinear problems, and It works great. However, I need some refrences to show why fmincon is better or as good as other methods.
I need these refrences to write on my paper as soon as possible.
would you please recommend me any paper, or documents which shows preference of fmincon?


Alan Weiss
Alan Weiss 2019 年 1 月 23 日
fmincon uses standard algorithms. You can find references to the algorithms in the Constrained Nonlinear Optimization Algorithms section of the documentation. In general, it uses time-tested, robust algorithms for the solution of general nonlinear problems with general smooth nonlinear constraints.
If you are asking "Is fmincon the best available nonlinear optimization solver?" then I don't think that anyone can give a definitive answer. For problems having special structures, it is entirely possible that a specialized solver could work better, but for general problems fmincon works pretty well. It's like asking if a Toyota is the best car. The best car for what purpose? Fastest for the price? Longest lasting? Able to haul the most people? Bottom line: Toyota is a reliable manufacturer that satisfies many people's transportation needs.
Hans Mittleman has a comparison of nonlinear solvers that shows fmincon is overall not as fast as Knitro, but holds up well compared to many other solvers. Is his set of benchmarking problems similar to yours? I don't know, and it would take quite a bit of work for you to find out.
Bottom line: fmincon is the main solver for constrained nonlinear problems in Optimization Toolbox, a widely-used optimization program. Optimization Toolbox is a reliable choice that satisfies many people's optimization needs.
Alan Weiss
MATLAB mathematical toolbox documentation
  2 件のコメント
Alan Weiss
Alan Weiss 2019 年 1 月 23 日
The link I provided to Hans Mittleman's work is relevant, as are the references in the documentation that I linked. If I had anything else to provide, I would already have done so, sorry.
Alan Weiss
MATLAB mathematical toolbox documentation


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