MATLAB Answers

which optimization method should I use?

1 view (last 30 days)
nathan blanc
nathan blanc on 22 Mar 2021
Edited: nathan blanc on 22 Mar 2021
I tried to look around the help sections but got a little lost
I have a multi variable (~8-10 variables) function that i want to minimise.All the variables are bound between approximately 1-2 orders of magnitudes. (for example, one variable is bound between 1-10, another between 1e-4 and 1e-2, etc). I need to find the minimum of thee function within these bounds.
function evaluation takes a long time, about 1 minute on average. I wouldnt mind having matlab run for a few days, but not more than that.
I will be happy to share any additional details on the function. the function itself i cannot share as it is part of a huge code.
should I use the global optimization toolbox or the optimization toolbox? I saw that surrogateopt is good for time consuming functions. should I use this?
Nathan

Accepted Answer

Stephan
Stephan on 22 Mar 2021
Following your statements surrogateopt appears to be the correct choice.
  2 Comments

Sign in to comment.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!