Selection of Proper Optimization Function for Finding Global Minimum

I am currently working on the following optimization problem and want to ensure I am getting the global minimum. I am not familiar with optimization functions, so am not sure which algorithm is most appropriate for me. I have access to the Global Optimization Toolbox. The objective function is written as such:
function e2 = IOT_objective(r)
%want to minimize e2
% r --> A row vector with a size of 1 x n
% S --> matrix with a size of n x m
% dm --> A row vector with a size of 1 x m
e=dm-r*S;
e2=e*e';
end

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Matt J
Matt J 2021 年 4 月 29 日

0 投票

If r is the only unknown, then your objective is convex. Assuming your constraints are also convex, any solution will be a global minimum.

3 件のコメント

Adam Rish
Adam Rish 2021 年 4 月 29 日
編集済み: Adam Rish 2021 年 4 月 29 日
My constraints are that all elements must exist between 0 and 1 and sum of r=1
Matt J
Matt J 2021 年 4 月 29 日
Adam Rish
Adam Rish 2021 年 4 月 29 日
Awesome thank you!

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