Gradient Based and Gradient free Optimization

8 vues (au cours des 30 derniers jours)
Meddour Aissam riad
Meddour Aissam riad le 12 Mar 2020
Réponse apportée : Matt J le 12 Mar 2020
Hi,
I'm trying to do a comparaison between the different opitimization algorithm in terms of Computation Time.
The algo that am using:
PSO_NM,GA,Fmincon,Pattern_Search,Sumulated_Anealing
From what i knew before, i suppose that the Gradient free Optimization algorithm are far slower then the gradien based one
But by doing my simulation i'm seeing the that the gradient free are faster
i was wondering why? can you suggest some supposation
i'm restrecting the boundary the most possible.
and my objectif function is very sensible in a way that if i change one coefficient value by 0.0001, i'll get inf as a results (a lot of peaks i suppose)

Réponse acceptée

Matt J
Matt J le 12 Mar 2020
and my objectif function is very sensible in a way that if i change one coefficient value by 0.0001, i'll get inf as a results (a lot of peaks i suppose)
Gradient-based optimizers are designed for smooth functions (ones which have gradients). It sounds like your objective is not smooth at all!

Plus de réponses (0)

Catégories

En savoir plus sur Problem-Based Optimization Setup 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!

Translated by