Find the global minimum of a smooth function

4 views (last 30 days)
MRC
MRC on 28 Apr 2014
Edited: Alan Weiss on 30 Apr 2014
I have a smooth non-negative function of a parameter theta (attached) which should be minimized with respect to theta; which solver of Matlab derivative-free would you recommend to find the global minimum of that function? At the moment I'm using simulated annealing but it's very slow and I would like to find something more efficient.

Accepted Answer

Alan Weiss
Alan Weiss on 30 Apr 2014
Edited: Alan Weiss on 30 Apr 2014
The documentation has recommendations for solvers for nonsmooth problems in the following order (assuming theta is multidimensional):
  1. patternsearch
  2. fminsearch, if the dimension is not too high
  3. ga
  4. simulated annealing
You may need to start your solver from a variety of initial points to try to locate a global minimum.
Alan Weiss
MATLAB mathematical toolbox documentation

More Answers (0)

Community Treasure Hunt

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

Start Hunting!

Translated by