I am working on an optimization problem which has 60 optimization variables to get minimum objective function. which solver would be best for this problem? right now I am using multistart with fmincon.
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The objective function is to minimize variance of displacement which is a nonlinear function.
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Alan Weiss
le 11 Mar 2021
2 votes
If your problem is smooth and you are looking for a global minimum, then those sound like the right choices, See Table for Choosing a Solver.
Alan Weiss
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le 11 Mar 2021
le 11 Mar 2021
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