How to work with Nelder-Mead algorithm with 7 unknown variables?

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Julkar_Mustakim
Julkar_Mustakim 2020-1-14
评论： Walter Roberson 2020-1-15
Dear Everyone,
I need a code of Nelder-Mead Algorithm which can deal with 7 unknown varibales which will be extrcated from excel/csv file. Thank you and looking forward.

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Matt J
Matt J 2020-1-14
编辑：Matt J 2020-1-14
You can use fminsearch (an implementation of Nelder-Mead) with any number of variables. However, there is no way to gaurantee that it will converge quickly, or at all, when there is more than one variable.
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Matt J
Matt J 2020-1-15
Can you please help me, how can I develop similar things based on MatLab? So that I can optimize it as per my requirements.
It depends on the properties of your function, but there are lots of options in the Optimization Toolbox and the Global Optimization Toolbox. If your function is non-differentiable, you might consider, ga
https://www.mathworks.com/help/gads/example-comparing-several-solvers.html#bsdusx0
Walter Roberson
Walter Roberson 2020-1-15
ga guarantees convergence only for a small range of function types.
In every single optimization routine that Mathworks provides in the Optimization Toolbox and Global Optimization toolbox, if the optimizer accepts a function handle as the objective function, then the optimization routine does not guarantee convergence. Guaranteed convergence is only available for some of the functions that accept an objective described by a matrix, such as quadratic programming.
Basically if you need guarantees of convergence then you live in the wrong mathematical universe.
Given any particular set of Nelder-Mead tuning parameters, you can always construct a function that the algorithm will not converge for.

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