Global minimum function Integer-value
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I have a object function and try to find the global minimum and the minimum variable must to be
integer-value.
I have been used the ga function but its seems like to find the local minima.
Did any one have a idea about finding the global minimum and must be integer-value
3 Comments
José-Luis
on 4 Oct 2012
Edited: José-Luis
on 4 Oct 2012
Depending on the complexity of your function, there might be very many local minima and the global minimum might be very hard to find. You can try giving different starting points and see where it converges. If you have 12 variables and only want to evaluate for integer values [2;10], then you could try running all possible parameter combinations (9^12 simulations). That, however, might be too computationally demanding. I don't really know much about genetic algorithms, but maybe someone else here in the forum can give you a better answer.
Answers (1)
Alan Weiss
on 4 Oct 2012
If you have Global Optimization Toolbox R2011b or later, you can use the mixed integer programming capabilities of the ga function. See the documentation.
To ensure that your solution is the true global minimum, well, there are no guarantees. Start multiple times with different initial populations, see what happens.
Alan Weiss
MATLAB mathematical toolbox documentation
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