fminsearch with integer parameters

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Nathalie on 2 May 2014
Commented: Nathalie on 6 May 2014
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?

Answers (1)

John D'Errico
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.
  1 Comment
Nathalie on 6 May 2014
Hi, thanks, but can i write for example loop for that only parameter, assigning to it only points lying on the grid and write then all the optimization routine in this loop. So that code would choose only values for these parameter belonging to the grid and not other. how do you think will it work? Is it possible t oconstrain the values parameters can take to some range of values? Thanks.

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