What is a good optimization algorithm for a binary constraints function?

1 次查看（过去 30 天）

Steven H 2021-11-4

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1579180-what-is-a-good-optimization-algorithm-for-a-binary-constraints-function

评论： Steven H 2021-11-5

I'm using fmincon at the moment but one of the equality constraints functions that I have can only output a logical array. This means that fmincon cannot know in which direction to continue its search (right?) so I often get an infeasible point as a result. My question is whether there's an interesting MATLAB algorithm that can deal with this type of nonlinear optimization. Global optimization toolbox perhaps?

To visualize, I'm looking for a solution of n points that each contain 3 variables, so the solution is n by 3 and the logical array is n x 1, indicating whether the solution is possible at all. If any of the logicals is true, the solution is useless. I have no knowledge at all of this constraints function so I cannot adjust the upper/lower bound meaningfully.

4 个评论
显示 2更早的评论隐藏 2更早的评论

Daniele Sonaglioni 2021-11-4

You can try to use Global Search with fmincon as routine and put all your constraints inside GlobalSearch. I think that this is a very good way to deal with your problem.

Alternatively, you can use the genetic algorithm which works very well.

Steven H 2021-11-5

Thanks guys! I will try the trial license and run the suggestions.

@Walter Roberson I'm not sure whether I understood your.. retrospect? Are you saying that it's actually good for the optimization to have such a constraint function? I do actually update the boundaries before running fmincon such that the boundaries satisfy that constraint function, but apparently solutions within the boundaries can also cause trouble.

请先登录，再进行评论。

请先登录，再回答此问题。