Best global optimization solver for a logistic function form
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My objective function has a logistic form and I'm trying to find a good solver to minimize it. I've tried fmincon, fminunc, ga, patternsearch, and simulannealbnd. fmin types of algorithms don't seem to be good options, (I guess because the derivation is not easy to estimate in my obj function). But patternsearch and simulannealbnd seem to be working, however they easily fall in trap of local optimum points. Any idea how to deal with this problem?
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Alan Weiss
2014-5-5
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The documentation has some suggestions on searching for a better minimum. It also has suggestions on optimizing a simultion or ODE, which might be relevant for you (using larger finite differences in fmincon or fminunc).
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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