Optimization problem multivariable using fmincon

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Dyan Voetdijk
Dyan Voetdijk el 14 de Mayo de 2020
Comentada: Ameer Hamza el 14 de Mayo de 2020
I'm trying to use fmincon to optimize a certain function of 515 parameters between 0 and 1, the calculationtime for a single set of parameters is 12 seconds. Now if I try to use Fmincon it seems to take forever.
options=optimoptions('fmincon','MaxFunctionEvaluations',2,'MaxIterations',1);
fmincon(@allocatie_optimalisatie_function,parameters,[],[],[],[],lb,ub,[],options)
I would assume that with these settings is should only take a maximum of 24 seconds.
Thank you in advance
  1 comentario
Ameer Hamza
Ameer Hamza el 14 de Mayo de 2020
Yes, it should be near 24 seconds? Are you getting any unexpected results?

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