How to let fminsearch only search over integers?

13 次查看（过去 30 天）
Tom Gerard
Tom Gerard 2016-4-28
回答： Walter Roberson 2016-4-28
I'm using the fminsearch Method of Matlab to minimize a function:
c = cvpartition(200,'KFold',10);
minfn = @(z)kfoldLoss(fitcsvm(cdata,grp,'CVPartition',c,...
'KernelFunction','rbf','BoxConstraint',exp(z(2)),...
'KernelScale',exp(z(1))));
opts = optimset('TolX',5e-4,'TolFun',5e-4);
[searchmin fval] = fminsearch(minfn,randn(2,1),opts)
The minimization is over two parameters.
Now I would like to minimize a third parameter, but this parameter can only take positive integer values, i.e. 1,2,3,...
How can I tell fminsearch to only consider positive integers?
Second, if my third parameter gets initialized to 10 but it actual best value is 100, does fminsearch converge fast in such cases?
  1 个评论
Torsten
Torsten 2016-4-28
fminsearch can not handle constraints that a certain variable to be optimized is an integer. Choose a reasonable range for this parameter (say 1,2,3,4,...,100), run fmincon with this parameter set to 1,2,3,4,5... 100 (thus 100 times) and choose the case out of the 100 results where "minfn" is minimal.
Best wishes
Torsten.

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

Walter Roberson
Walter Roberson 2016-4-28
fminsearch does not handle constraints of any kind.
You can use floor(abs()) of the parameter in your calculation.
fminsearch is not necessarily going to converge quickly for any particular parameter. A lot depends upon how "bumpy" the function is (because of local minima) and how "flat" the function is (very flat functions can take a lot of time to converge because the step might need to be very large in that parameter, and yet might need to be very small in some other parameter.)

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Nonlinear Optimization 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