which optimization method should I use?

1 view (last 30 days)
I tried to look around the help sections but got a little lost
I have a multi variable (~8-10 variables) function that i want to minimise.All the variables are bound between approximately 1-2 orders of magnitudes. (for example, one variable is bound between 1-10, another between 1e-4 and 1e-2, etc). I need to find the minimum of thee function within these bounds.
function evaluation takes a long time, about 1 minute on average. I wouldnt mind having matlab run for a few days, but not more than that.
I will be happy to share any additional details on the function. the function itself i cannot share as it is part of a huge code.
should I use the global optimization toolbox or the optimization toolbox? I saw that surrogateopt is good for time consuming functions. should I use this?
Nathan

Accepted Answer

Stephan
Stephan on 22 Mar 2021
Following your statements surrogateopt appears to be the correct choice.
  2 Comments
nathan blanc
nathan blanc on 22 Mar 2021
Edited: nathan blanc on 22 Mar 2021
my thanks to both of you

Sign in to comment.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by