fminsearch with integer parameters
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Hi, i have problem with fminsearch. One of the parameters is the point on the grid.
When i use fminsearch, the points can get non-integer- not lying on the grid, and then other procedures in the code do not work. When i round my parameter, fminsearch does not work, but just oscillates near some values at some point.
What can be a solution?
John D'Errico on 2 May 2014
Sorry, but fminsearch is simply not an integer tool. You cannot use it for this problem. Rounding the parameter inside your objective function will NOT produce a solution. But I guess you found that out yourself.
You need to use a tool designed for integer problems, or mixed integer, if some of your parameters are continuous. Look on the file exchange.