Best global optimization solver for a logistic function form

3 次查看（过去 30 天）
MJ
MJ 2014-5-3
回答： Alan Weiss 2014-5-5
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?

请先登录，再回答此问题。

采纳的回答

Alan Weiss
Alan Weiss 2014-5-5
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

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Surrogate Optimization 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by