基于问题使用多起点求解器最小化非线性函数
从点 [–1,2]
开始,在范围 上求 peaks
函数的局部最小值。
x = optimvar("x",LowerBound=-5,UpperBound=5); y = optimvar("y",LowerBound=-5,UpperBound=5); x0.x = -1; x0.y = 2; prob = optimproblem(Objective=peaks(x,y)); opts = optimoptions("fmincon",Display="none"); [sol,fval] = solve(prob,x0,Options=opts)
sol = struct with fields:
x: -3.3867
y: 3.6341
fval = 1.1224e-07
尝试使用 GlobalSearch
求解器求得更好的解。此求解器多次运行 fmincon
,可能会产生更好的解。
ms = GlobalSearch; [sol2,fval2] = solve(prob,x0,ms)
Solving problem using GlobalSearch. GlobalSearch stopped because it analyzed all the trial points. All 15 local solver runs converged with a positive local solver exit flag.
sol2 = struct with fields:
x: 0.2283
y: -1.6255
fval2 = -6.5511
GlobalSearch
找到一个目标函数值更好(更低)的解。退出消息显示局部求解器 fmincon
运行了 15 次。返回的解的目标函数值约为 –6.5511,低于第一个解的值 1.1224e–07。
另请参阅
GlobalSearch
| MultiStart
| run
| solve