how to optimize a function ( 6 independent variables) which is not smooth but has rough minimum point

2 次查看（过去 30 天）

xueqi 2014-7-8

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/140995-how-to-optimize-a-function-6-independent-variables-which-is-not-smooth-but-has-rough-minimum-poin

编辑： xueqi 2014-7-9

Dear fellows,

I have asked this question before in a previous post http://www.mathworks.co.uk/matlabcentral/answers/129592-how-to-optimize-a-function-which-is-no-smooth-but-has-rough-minimum-point

But now I realize though those replies do help in the case with only variable, they could not solve my problem. But in my problem, the function f contains 6 variables. And I want to minimize the function through the 6 variables? Could you offer me some advice please?

Thanks, Xueqi

2 个评论
显示无隐藏无

Matt J 2014-7-8

编辑：Matt J 2014-7-8

How is the situation critically different now that you have 6 variables, exactly? The general advice there was to smooth the surface. In particular, Alan Weiss' recommendation that you convolution-smooth the function can still be done in 6 dimensions.

xueqi 2014-7-9

编辑：xueqi 2014-7-9

Thank you. I just do not quite understand how to do it exactly. I have two major problems.

How to decide the range of the variables to be integrated. Alan suggested that take g(x) = int(f(t),x-0.5,x+0.5).I can not just take from x-0.5 to x+05. These variables are constrained, doing so would violate the constraints. Despite the problem of constraints, what is a proper range to be enough to smooth the function?
How to write the multiple integration? Denote the function as f(x1,x2,x3,x4,x5,x6). Could you show me how to correctly write the integration code?

请先登录，再进行评论。

请先登录，再回答此问题。