What is a good optimization algorithm for a binary constraints function?
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I'm using fmincon at the moment but one of the equality constraints functions that I have can only output a logical array. This means that fmincon cannot know in which direction to continue its search (right?) so I often get an infeasible point as a result. My question is whether there's an interesting MATLAB algorithm that can deal with this type of nonlinear optimization. Global optimization toolbox perhaps?
To visualize, I'm looking for a solution of n points that each contain 3 variables, so the solution is n by 3 and the logical array is n x 1, indicating whether the solution is possible at all. If any of the logicals is true, the solution is useless. I have no knowledge at all of this constraints function so I cannot adjust the upper/lower bound meaningfully.
4 commentaires
Daniele Sonaglioni
le 4 Nov 2021
You can try to use Global Search with fmincon as routine and put all your constraints inside GlobalSearch. I think that this is a very good way to deal with your problem.
Alternatively, you can use the genetic algorithm which works very well.
Réponses (0)
Voir également
Catégories
En savoir plus sur Solver Outputs and Iterative Display dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!