Finding global minimum with fseminf
1 view (last 30 days)
Show older comments
Hello
I'm trying to solve optimization problems with fseminf, but as we know it finds local minimum. My question is: Is it a good strategy to call fseminf lots of times with different starting values? Is finding the/one global minimum depends only on the starting point?
Sometimes it's possible that my optimization problem has infinite number of global minimum(maybe always, not sure about that, the constraints contain sin and cos function).
In my optimization problem I have a decision variable that is between 0 and 2*pi, the rest of the variables can have any positive value.
The constraints are smooth functions most likely.
0 Comments
Accepted Answer
Matt J
on 26 Jul 2019
Edited: Matt J
on 26 Jul 2019
Is it a good strategy to call fseminf lots of times with different starting values?
It's not a bad strategy, but no strategy is guaranteed.
Is finding the/one global minimum depends only on the starting point?
Yes.
The constraints are smooth functions most likely.
They had better be. It is a requirement of fseminf.
0 Comments
More Answers (0)
See Also
Categories
Find more on Quadratic Programming and Cone Programming 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!