optimisation agrithm
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Hi, everyone
Hope you are well and thanks for your attention. Recently I frequently met a problem which might look stupid but I really want get some professional suggestion from Matlab user centre.
The problem looks like this:
There is an object function which can be denote like f(a,b,c,d,...), a,b,c,d... are variables within known range. I need to find out on which condition f reaches its maximum or minimum.
My current agrithm is to change every variable a little bit within their ranges and compare the object function. However, in my case, there are 300 variables in total which makes my life messy. So, I am wondering if there is any existed arigthm to do that or at least an easier way ?
All the best Dongsheng
回答（2 个）
Walter Roberson
2011-9-23
0 个投票
With 300 variables, you are almost certain to have many many many local maxima and minima. fmincon() as suggested by Fangjun is only a local minimizer.
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