source code of multistart in global optimization toolbox

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SA-W 2023-5-24

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https://ww2.mathworks.cn/matlabcentral/answers/1972229-source-code-of-multistart-in-global-optimization-toolbox

编辑： John D'Errico 2023-7-10

I am currently using multistart to perform optimization with multiple start vectors.

ms = Multistart(...)

... = run(ms,...)

Since I want to have more flexiblity as for error handling, combination of local solvers,... I would like to write my own code. In particular, I want to run a different local solver (fmincon, lsqnonlin) based on the exitflag of the original local solver, and check which solver returned lower function values. I guess such things are not possible with multistart, right?

To this end, I was searching for the source code of multistart / run to get some inspiration. Following the stacktrace,

I found the file MultiStart.m, but the core implementation seems to be hidden in fmultistart.p, hence not accessible.

Is that true or did I miss relevant .m files to look into?

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Answer 1

John D'Errico 2023-7-10

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1972229-source-code-of-multistart-in-global-optimization-toolbox#answer_1270688

编辑：John D'Errico 2023-7-10

No problem. Just apply for a job at The MathWorks. Then get a job (there, and probably in the correct part of their organization would be a good idea.)

However, MathWorks does not proide source code for compiled or p-coded files to anyone else though.

Nothing stops you from writing a similar code though, but I would suggest you name it something else.