How can I come to know that the Constraints are satisfied in Pattern Search algorithm?
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Hi I am using Patternsearch algorithm to find minimum value of objective function. Pattern Search algorithm terminates when number of generations exceeds. How can I come to know that the Constraints are satisfied?
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Walter Roberson
2018-2-20
You can set the options to display information for each iteration. Or you can use the four-output variation and look at the output structure for maxconstraint
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Walter Roberson
2018-2-21
I would be more likely to loop doing patternsearch with a limited number of iterations but different x0 vectors, hoping to find locations where the constraints are satisfied. This is basically the same technique used by multiStart() but unfortunately multiStart does not appear to support patternsearch.
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