How can I optimize a non-smooth objective function using MathWorks products?

MathWorks Support Team

2009 6 月 27

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I want to minimize a function that is not smooth and whose derivatives are either not available or are not reliable.

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MathWorks Support Team 2009 年 6 月 27 日

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The FMINSEARCH function in MATLAB does not rely on gradients to find minima, and may be used when the objective function is non-smooth. The Genetic Algorithm and Direct Search Toolbox can also be used to optimize non-smooth objective functions. Visit www.mathworks.com/products/gads for more information on the Genetic Algorithm and Direct Search Toolbox.