Global minimum function Integer-value

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ben
ben on 4 Oct 2012
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
ben
ben on 4 Oct 2012
Hi Jose
There are 12 variables that must be integer and each variable is less than 11 and bigger than 1
I am trying to find the minimum solution about this function and I have already know a solution
that is smaller than the result that running by ga function. So I just want to know what
function that is provided by matlab optimization tool can find the global minimum.
"GlobalSearch class" which use the fmincon solver , seems like can't find the integer-value
solution
José-Luis
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.

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Answers (1)

Alan Weiss
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
  1 Comment
ben
ben on 5 Oct 2012
Hi Alen Thank you for answering my question.
Did ga function have setting to set the different initial populations at each time?

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