How can I optimize a non-smooth objective function using MathWorks products?

I want to minimize a function that is not smooth and whose derivatives are either not available or are not reliable.

Answer 1

[MathWorks Support Team]

The FMINSEARCH function in MATLAB does not rely on gradients to find minima, and may be used when the objective function is non-smooth. The Genetic Algorithm and Direct Search Toolbox can also be used to optimize non-smooth objective functions. Visit www.mathworks.com/products/gads for more information on the Genetic Algorithm and Direct Search Toolbox.