How do I use GlobalSearch to solve the minimal problem of a customized function with two outputs
1 view (last 30 days)
Show older comments
I code a customized function U ,it has a input d which is a 5-dimensional vector, a output 'flag' ,and a output 'P' witch is the parameter I want to find it's minimal value:
function [P flag]=U(d)
...
end
The question is how can I to use GlobalSearch to find the minimal value of P.
Thanks for helping me....
0 Comments
Accepted Answer
infinity
on 19 Jun 2019
Hello
I will give an example of find minimum value of objective function
First, we can create the objective function, named by U(x), for example
function res = U(x)
res = sqrt(x(1)^2 + x(2)^2 + x(3)^2 + ...
x(3)^2 + x(4)^2 + x(5)^2);
Then, we can use the globalsearch as follows
problem = createOptimProblem('fmincon','objective', ...
@(x) U(x), 'x0', [1 1 1 1 1], 'lb', [-3 -3 -3 -3 -3], ...
'ub', [3 3 3 3 3]);
gs = GlobalSearch;
[x, f] = run(gs, problem)
where x0 = [1, 1, ..., 1] is the initial guess, lb is the lower bound of the varibale, ub is the upper bound of the variable and x is the optimal solution, f is the minimum value of the objective function corresponding to x.
Best regards,
Trung
6 Comments
More Answers (0)
See Also
Categories
Find more on Surrogate Optimization in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!