When solving the global optimal solution with MATLAB fmincon function, is it to find several local optimal solutions and then compare them to choose the optimal solution?

4 次查看(过去 30 天)
When solving the global optimal solution with MATLAB fmincon function, is it to find several local optimal solutions and then compare them to choose the optimal solution?

采纳的回答

Walter Roberson
Walter Roberson 2022-3-15
fmincon() does not do that automatically. fmincon() stops at the first local minima it finds that satisfies the constraints -- but the process of determining whether it is a local minima involves probing other locations to see if it can find an improvement.
If you need to have several local minima compared automatically then you would use the Global Optimization Toolbox, probably using multistart() or similar.
  3 个评论
Walter Roberson
Walter Roberson 2022-3-15
Yes, that code would automatically generate multiple starting points and would compare the results to select the best of them.

请先登录,再进行评论。

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Solver Outputs and Iterative Display 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