Does MultiStart take constraints into account when generating trial points?

Question

Andy Shen 2021-1-28

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/729913-does-multistart-take-constraints-into-account-when-generating-trial-points

回答： Walter Roberson 2021-1-29

I know MultiStart will generate trial points that fall into their respective lower and upper bounds, but do they follow equalities (or inequalities) that are specified?

For example:

I have 6 variables that need to be optimized together. Each variable has a lower bound of 0 and an upper bound of 1. The sum of these variables is 1 (my equality equation).

Is this equality constraint taken into account when generating trial points?

Thank you.

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Answer 1

Walter Roberson 2021-1-29

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https://ww2.mathworks.cn/matlabcentral/answers/729913-does-multistart-take-constraints-into-account-when-generating-trial-points#answer_608933

No. It takes into account lower bounds and upper bounds.

https://www.mathworks.com/help/gads/how-globalsearch-and-multistart-work.html#bsc9eec

Notice this StartPointsToRun option

https://www.mathworks.com/help/gads/multistart.html?searchHighlight=multistart%20options&s_tid=srchtitle#d122e47115

Start points to run, specified as:

'all' — Run all start points.
'bounds' — Run only start points that satisfy bounds.
'bounds-ineqs' — Run only start points that satisfy bounds and inequality constraints.

The default is 'all'