why using pattrensearch with genetic algorithm gives error while fminunc not

Dear All,

I'm using ga from matlab and I need to improve my result so I decided to use local search with GA. I used fminunc it gave almost the same result. So I tried to use patternsearch, but it gave error. Down I wrote my code

function [x,fval,exitflag,output,population,score] = PGA(nvars,PopulationSize_Data,Generations_Data,InitialPopulation_Data)
% This is an auto generated MATLAB file from Optimization Tool.
%%Start with the default options
options = gaoptimset;
%%Modify options setting
options = gaoptimset(options,'PopulationSize', PopulationSize_Data);
options = gaoptimset(options,'Generations', Generations_Data);
options = gaoptimset(options,'InitialPopulation', InitialPopulation_Data);
options = gaoptimset(options,'Display', 'off');
options = gaoptimset(options,'PlotFcns', { @gaplotbestf @gaplotbestindiv});
[x,fval,exitflag,output,population,score] = ...
 ga(@FP,nvars,[],[],[],[],[],[],[],[],options)

To here my original code finish, so I add the next code for fminunc, when I write the code to use fminunc it gives result

fminuncOptions = optimoptions(@fminunc,'Display','iter','Algorithm','quasi-newton');
options = gaoptimset(options,'HybridFcn',{@fminunc, fminuncOptions});
[y,fval] = ga(@FP,nvars,[],[],[],[],[],[],[],options);

while for patternsearch I got error, in fact I want to use pattern search using poll to get better result.

options = optimoptions(@patternsearch,'Display','off');
options = gaoptimset(options,'HybridFcn', {@patternsearch,options});
[y,fval] = ga(@FP,nvars,[],[],[],[],[],[],[],[],options);

Can anyone help me with it please?

Thanks in advance.

Nadia

[Geoff Hayes]

Nadia - what is the error that you are observing?

[nadia nadi]

Dear Geoff,

Thanks for replying, I got this

Error using optimoptions (line 114)
Invalid solver specified. Provide a solver name or handle (such as 'fmincon' or @fminunc).
Type DOC OPTIMOPTIONS for a list of solvers.
%
Error in PGA (line 25)
options = optimoptions(@patternsearch,'Display','off');
Error in SimulationPerm (line 38)
[z,fval,exitflag,output,population] = PGA(n,10,10,Res);

I hope you can sort it. I need to use pattern search poll. Many thanks in advance.

Nadia.

Answer 1

[Alan Weiss]

Currently, you cannot use optimoptions to set options for patternsearch. Use psoptimset to set patternsearch options.

Alan Weiss

MATLAB mathematical toolbox documentation

[nadia nadi]

Dear Alan,

I will try and see what I get.

Thanks for replying.

Nadia

[nadia nadi]

Dear Alan,

Many thanks, I wrote the two lines down and it seems work well, but I got the same result. I wanted to use poll search but I got error because I couldn't write it in the right way. Could you advice me with something please.

options = psoptimset(@patternsearch)
[y, fval] = ga(@FP,nvars, [],[],[],[],[],[],[],options)

regards,

Nadia

[Alan Weiss]

Nadia, if you are correctly copying the commands that you give to MATLAB, then your problem is that your command gives patternsearch options to ga, not to the hybrid function. Instead you should have code such as:

 psoptions = psoptimset(@patternsearch);
 options = gaoptimset('HybridFcn', {@patternsearch,psoptions});
 [y, fval] = ga(@FP,nvars, [],[],[],[],[],[],[],options)

Alan Weiss

MATLAB mathematical toolbox documentation

[nadia nadi]

Dear Alan,

Thanks for replying, I used your options and it works thanks, in fact I wrote the same before but with this line

psoptions = psoptimset(@patternsearch,'Display','off');

so it gave me error. Dear I wanted to improve my solution but it seems even with your code its the same so I decided to use

options = psoptimset('SearchMethod',{@GPSPositiveBasis2N, @FP});
[y, fval] = ga(@FP,nvars, [],[],[],[],[],[],[],options)

is this option correct to use pattern search poll with ga ?, because it doesn't improve the solution also. Another thing using the hybrid make the ga running agian and that's takes along time so can I merge the two options and make it run for one time.

Many thanks,

Nadia

[Alan Weiss]

I would not use patternsearch with a search method, I would use a poll method only. And GPSPositiveBasis2N is the default poll method, so there is no reason to set it or to pass any other nondefault options to patternsearch.

I do not understand your question about the hybrid function causing ga to run multiple times. I believe that a hybrid function runs after ga terminates. Perhaps you were confused because you were using a search function for patternsearch, which I think you should not do.

Alan Weiss

MATLAB mathematical toolbox documentation